+243.0%
NI vs Z
+25.1%
+217.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | +2.0% | -3.0% | +5.0% | +2.2% |
| 30D | -3.5% | -4.2% | +0.6% | -3.4% |
| 3M | -9.1% | -3.7% | -5.4% | -9.1% |
| 6M | -11.8% | -24.5% | +12.7% | -10.5% |
| YTD | +1.1% | -49.3% | +50.4% | +5.3% |
| 1Y | +6.7% | -58.7% | +65.4% | +12.6% |
| 3Y | +71.1% | -34.1% | +105.2% | +72.1% |
| 5Y | +94.3% | -64.5% | +158.9% | +98.9% |
| 10Y | +135.8% | -0.5% | +136.3% | +102.7% |
| All | +243.0% | +25.1% | +217.9% | +187.2% |
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