-26.4%
NOW vs Z
-55.4%
+29.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.6% |
| 7D | -3.0% | -4.6% | +1.6% | -1.7% |
| 30D | -26.0% | +8.3% | -34.4% | -29.0% |
| 3M | -13.1% | -11.6% | -1.5% | -9.9% |
| 6M | +14.5% | -33.6% | +48.1% | +32.1% |
| YTD | -33.4% | -56.7% | +23.2% | -10.6% |
| 1Y | -40.6% | -59.1% | +18.5% | -18.6% |
| 3Y | -16.3% | -20.4% | +4.1% | -18.3% |
| All | -26.4% | -55.4% | +29.1% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling