+10.1%
NI vs Z
-58.2%
+68.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.5% |
| 7D | +4.3% | +0.8% | +3.5% | +4.3% |
| 30D | +12.4% | +5.2% | +7.2% | +12.7% |
| 3M | +10.2% | -17.0% | +27.2% | +9.7% |
| 6M | -0.8% | -22.7% | +21.9% | -1.2% |
| YTD | +13.2% | -56.3% | +69.6% | +11.9% |
| 1Y | +10.1% | -57.7% | +67.7% | +8.1% |
| All | +10.1% | -58.2% | +68.3% | +8.1% |
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