+4.4%
NI vs Z
-64.6%
+69.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.7% |
| 7D | -0.6% | -11.6% | +11.0% | -0.8% |
| 30D | -1.4% | -8.5% | +7.1% | -1.6% |
| 3M | -10.6% | -7.9% | -2.7% | -10.7% |
| 6M | -9.9% | -29.1% | +19.2% | -9.8% |
| YTD | +1.2% | -54.2% | +55.4% | +2.2% |
| 1Y | +4.4% | -63.5% | +68.0% | +6.0% |
| All | +4.4% | -64.6% | +69.0% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling