-34.0%
Z vs NTR
+35.3%
-69.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.9% |
| 7D | -3.0% | +8.1% | -11.1% | -4.3% |
| 30D | -4.2% | +18.8% | -22.9% | -7.0% |
| 3M | -3.7% | +16.2% | -19.9% | -6.3% |
| 6M | -24.5% | +9.8% | -34.3% | -26.4% |
| YTD | -49.3% | +30.9% | -80.2% | -53.3% |
| 1Y | -58.7% | +41.8% | -100.4% | -63.1% |
| All | -34.0% | +35.3% | -69.2% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling