-40.7%
NOW vs Z
-58.2%
+17.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -1.0% |
| 7D | -3.1% | -5.2% | +2.1% | -1.1% |
| 30D | -27.0% | +5.7% | -32.8% | -30.1% |
| 3M | -17.7% | -8.7% | -9.0% | -15.1% |
| 6M | +12.7% | -26.0% | +38.7% | +26.9% |
| YTD | -32.9% | -55.0% | +22.1% | -5.5% |
| All | -40.7% | -58.2% | +17.6% | -12.1% |
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