+163.9%
ZTS vs NTRS
+411.8%
-247.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -3.3% | +0.2% | -3.5% | -3.4% |
| 3M | -9.7% | +13.2% | -23.0% | -13.7% |
| 6M | -38.8% | +36.9% | -75.8% | -45.1% |
| YTD | -41.2% | +39.1% | -80.3% | -47.6% |
| 1Y | -50.3% | +50.4% | -100.7% | -57.0% |
| 3Y | -59.1% | +166.8% | -225.9% | -71.5% |
| 5Y | -62.8% | +92.9% | -155.6% | -71.7% |
| 10Y | +57.8% | +255.7% | -197.8% | -12.4% |
| All | +163.9% | +411.8% | -247.9% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling