-59.1%
ZTS vs NTRS
+168.2%
-227.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | -0.8% | -0.7% | -0.1% | -0.7% |
| 3M | -9.7% | +11.3% | -21.1% | -12.5% |
| 6M | -38.4% | +35.5% | -73.9% | -43.4% |
| YTD | -41.1% | +40.6% | -81.7% | -46.6% |
| 1Y | -50.6% | +49.2% | -99.8% | -56.0% |
| 3Y | -59.1% | +167.2% | -226.4% | -70.3% |
| All | -59.1% | +168.2% | -227.3% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling