+95.8%
NI vs Z
-65.8%
+161.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +1.3% | -7.1% | +8.3% | +1.6% |
| 30D | -0.3% | -4.8% | +4.5% | -0.1% |
| 3M | -9.5% | -9.3% | -0.1% | -9.2% |
| 6M | -10.2% | -29.0% | +18.7% | -8.9% |
| YTD | +1.8% | -52.9% | +54.7% | +5.5% |
| 1Y | +5.7% | -63.1% | +68.8% | +11.0% |
| 3Y | +69.6% | -36.9% | +106.5% | +70.6% |
| 5Y | +95.8% | -65.5% | +161.3% | +87.6% |
| All | +95.8% | -65.8% | +161.5% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling