-29.8%
Z vs NTR
+81.1%
-111.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | +0.8% | -0.3% | +1.2% | +1.0% |
| 30D | +5.2% | +2.0% | +3.2% | +4.6% |
| 3M | -17.0% | +6.4% | -23.4% | -19.0% |
| 6M | -22.7% | +1.6% | -24.3% | -23.6% |
| YTD | -56.3% | +18.2% | -74.5% | -60.0% |
| 1Y | -57.7% | +23.9% | -81.6% | -61.9% |
| 3Y | -16.5% | +44.7% | -61.2% | -30.9% |
| 5Y | -53.4% | +21.3% | -74.7% | -63.1% |
| All | -29.8% | +81.1% | -111.0% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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