+6.8%
NOW vs Z
-64.8%
+71.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.2% |
| 7D | -2.4% | -3.0% | +0.6% | -1.3% |
| 30D | +20.5% | -4.2% | +24.7% | +22.1% |
| 3M | +18.3% | -3.7% | +22.1% | +19.7% |
| 6M | +24.1% | -24.5% | +48.6% | +36.5% |
| YTD | -7.8% | -49.3% | +41.5% | +15.8% |
| 1Y | -21.4% | -58.7% | +37.3% | +5.4% |
| 3Y | +19.5% | -34.1% | +53.7% | +29.4% |
| All | +6.8% | -64.8% | +71.6% | +15.1% |
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 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