+280.0%
NI vs Z
+6.6%
+273.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +0.6% | -13.1% | +13.6% | +1.5% |
| 30D | +11.2% | +5.9% | +5.4% | +10.6% |
| 3M | +9.2% | -13.7% | +22.8% | +9.9% |
| 6M | -1.8% | -27.1% | +25.3% | -0.2% |
| YTD | +12.0% | -56.8% | +68.8% | +17.6% |
| 1Y | +6.4% | -60.2% | +66.7% | +12.4% |
| 3Y | +99.4% | -19.7% | +119.1% | +97.4% |
| 5Y | +113.1% | -53.7% | +166.8% | +114.2% |
| 10Y | +192.3% | -16.9% | +209.1% | +154.0% |
| All | +280.0% | +6.6% | +273.4% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling