+55.7%
ZTS vs NTRS
+259.9%
-204.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -3.7% | +1.4% | -5.1% | -4.2% |
| 30D | -0.8% | -0.7% | -0.1% | -0.6% |
| 3M | -9.7% | +11.3% | -21.1% | -13.0% |
| 6M | -38.4% | +35.5% | -73.9% | -44.2% |
| YTD | -41.1% | +40.6% | -81.7% | -47.4% |
| 1Y | -50.6% | +49.2% | -99.8% | -56.8% |
| 3Y | -59.1% | +167.2% | -226.4% | -71.0% |
| 5Y | -62.7% | +94.9% | -157.6% | -71.4% |
| All | +55.7% | +259.9% | -204.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling