+506.3%
NOW vs Z
-19.5%
+525.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.3% |
| 7D | -8.7% | -6.5% | -2.3% | -7.0% |
| 30D | -29.3% | -0.1% | -29.2% | -29.7% |
| 3M | -21.8% | -14.1% | -7.7% | -18.7% |
| 6M | +9.2% | -30.1% | +39.3% | +21.0% |
| YTD | -35.0% | -57.5% | +22.5% | -16.6% |
| 1Y | -42.5% | -60.3% | +17.8% | -24.7% |
| 3Y | -21.5% | -21.0% | -0.5% | -20.7% |
| 5Y | -25.8% | -54.9% | +29.1% | -15.8% |
| 10Y | +506.3% | -16.0% | +522.4% | +381.4% |
| All | +506.3% | -19.5% | +525.8% | +381.4% |
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