-31.8%
Z vs NTR
+83.5%
-115.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | -6.5% | +4.1% | -10.6% | -7.6% |
| 30D | -0.1% | +7.0% | -7.1% | -2.2% |
| 3M | -14.1% | +9.7% | -23.8% | -16.9% |
| 6M | -30.1% | +7.4% | -37.4% | -32.2% |
| YTD | -57.5% | +19.8% | -77.3% | -61.3% |
| 1Y | -60.3% | +25.4% | -85.7% | -64.5% |
| 3Y | -21.0% | +48.6% | -69.6% | -35.3% |
| 5Y | -54.9% | +24.0% | -79.0% | -64.6% |
| All | -31.8% | +83.5% | -115.3% | -58.5% |
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