+70.6%
NI vs Z
-37.5%
+108.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.7% | +1.6% |
| 7D | +2.3% | -3.3% | +5.6% | +2.4% |
| 30D | -1.7% | -3.7% | +2.1% | -1.6% |
| 3M | -8.0% | -7.0% | -1.0% | -7.8% |
| 6M | -8.6% | -29.5% | +20.9% | -7.0% |
| YTD | +2.3% | -52.6% | +54.9% | +7.0% |
| 1Y | +6.9% | -64.0% | +70.9% | +14.1% |
| 3Y | +70.6% | -36.4% | +107.0% | +57.3% |
| All | +70.6% | -37.5% | +108.0% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling