-16.0%
NOW vs Z
-19.1%
+3.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.6% | +4.7% | -2.3% |
| 7D | -6.7% | -2.3% | -4.4% | -6.3% |
| 30D | -25.8% | +9.4% | -35.2% | -28.6% |
| 3M | -12.7% | -16.1% | +3.4% | -8.3% |
| 6M | +11.2% | -30.4% | +41.7% | +23.2% |
| YTD | -33.2% | -55.6% | +22.4% | -16.4% |
| 1Y | -41.8% | -58.5% | +16.7% | -25.8% |
| All | -16.0% | -19.1% | +3.1% | -2.3% |
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