-40.3%
NOW vs Z
-59.6%
+19.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.3% |
| 7D | -5.6% | -13.1% | +7.5% | +0.8% |
| 30D | -26.8% | +5.9% | -32.6% | -30.0% |
| 3M | -19.4% | -13.7% | -5.8% | -14.6% |
| 6M | +12.3% | -27.1% | +39.4% | +27.5% |
| YTD | -32.9% | -56.8% | +23.9% | -3.5% |
| 1Y | -40.3% | -60.2% | +19.9% | -9.4% |
| All | -40.3% | -59.6% | +19.3% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling