+42.9%
NZF vs SPY
+308.5%
-265.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.8% | +3.3% | -5.1% | -2.7% |
| 30D | +2.7% | -2.7% | +5.4% | +3.4% |
| 3M | -7.9% | -1.7% | -6.2% | -7.5% |
| 6M | -8.1% | +3.1% | -11.1% | -8.9% |
| YTD | -5.6% | +11.9% | -17.5% | -8.6% |
| 1Y | -5.6% | +12.0% | -17.6% | -8.6% |
| 3Y | +27.3% | +78.2% | -50.9% | +7.5% |
| 5Y | -11.6% | +73.2% | -84.8% | -25.4% |
| All | +42.9% | +308.5% | -265.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling