-64.0%
Z vs NTR
+44.9%
-108.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -8.0% | -6.3% |
| 7D | -3.3% | +3.8% | -7.1% | -2.9% |
| 30D | -3.7% | +25.2% | -29.0% | -1.4% |
| 3M | -7.0% | +21.0% | -28.0% | -5.1% |
| 6M | -29.5% | +7.6% | -37.1% | -29.0% |
| YTD | -52.6% | +32.9% | -85.4% | -52.2% |
| 1Y | -64.0% | +43.1% | -107.1% | -64.3% |
| All | -64.0% | +44.9% | -108.9% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling