+191.9%
NI vs Z
-19.3%
+211.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.7% |
| 7D | +3.1% | -4.9% | +8.0% | +3.4% |
| 30D | +11.2% | +3.0% | +8.2% | +10.8% |
| 3M | +9.8% | -13.4% | +23.2% | +10.5% |
| 6M | -1.6% | -27.3% | +25.7% | 0.0% |
| YTD | +12.6% | -57.8% | +70.4% | +18.4% |
| 1Y | +7.8% | -60.0% | +67.8% | +13.6% |
| 3Y | +100.5% | -21.5% | +122.0% | +98.9% |
| 5Y | +114.4% | -55.0% | +169.4% | +115.8% |
| All | +191.9% | -19.3% | +211.2% | +160.5% |
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