-17.1%
NOW vs Z
-19.5%
+2.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.5% |
| 7D | -3.1% | -5.2% | +2.1% | -1.6% |
| 30D | -27.0% | +5.7% | -32.8% | -29.0% |
| 3M | -17.7% | -8.7% | -9.0% | -15.9% |
| 6M | +12.7% | -26.0% | +38.7% | +22.4% |
| YTD | -32.9% | -55.0% | +22.1% | -16.4% |
| 1Y | -40.4% | -58.0% | +17.6% | -24.3% |
| 3Y | -17.1% | -15.2% | -1.9% | -3.1% |
| All | -17.1% | -19.5% | +2.4% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling