+514.0%
NOW vs Z
-16.5%
+530.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.5% |
| 7D | +0.3% | +0.8% | -0.6% | 0.0% |
| 30D | -27.0% | +5.2% | -32.1% | -28.6% |
| 3M | -19.6% | -17.0% | -2.6% | -15.5% |
| 6M | +17.5% | -22.7% | +40.1% | +26.1% |
| YTD | -33.3% | -56.3% | +23.1% | -15.1% |
| 1Y | -39.8% | -57.7% | +17.8% | -22.7% |
| 3Y | -19.9% | -16.5% | -3.4% | -20.4% |
| 5Y | -26.1% | -53.4% | +27.3% | -17.0% |
| All | +514.0% | -16.5% | +530.4% | +387.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling