+140.2%
NI vs Z
-2.5%
+142.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.3% |
| 7D | 0.0% | -6.0% | +6.1% | +0.4% |
| 30D | -1.4% | -2.3% | +0.9% | -1.3% |
| 3M | -10.6% | -0.6% | -10.0% | -10.8% |
| 6M | -9.3% | -27.6% | +18.3% | -7.7% |
| YTD | +1.1% | -52.4% | +53.5% | +5.8% |
| 1Y | +3.4% | -63.6% | +67.0% | +10.0% |
| 3Y | +67.9% | -36.4% | +104.3% | +69.1% |
| 5Y | +98.0% | -64.6% | +162.6% | +102.4% |
| All | +140.2% | -2.5% | +142.6% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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