+546.6%
NOW vs Z
+9.5%
+537.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.6% | +4.7% | -2.6% |
| 7D | -6.7% | -2.3% | -4.4% | -6.3% |
| 30D | -25.8% | +9.4% | -35.2% | -28.3% |
| 3M | -12.7% | -16.1% | +3.4% | -8.7% |
| 6M | +11.2% | -30.4% | +41.7% | +23.1% |
| YTD | -33.2% | -55.6% | +22.4% | -15.7% |
| 1Y | -41.8% | -58.5% | +16.7% | -25.1% |
| 3Y | -15.7% | -19.6% | +4.0% | -15.2% |
| 5Y | -26.0% | -54.1% | +28.1% | -16.6% |
| 10Y | +515.1% | -12.1% | +527.1% | +404.7% |
| All | +546.6% | +9.5% | +537.1% | +363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling