-53.1%
Z vs NTR
+19.8%
-72.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | +5.2% | +2.0% | +3.2% | +4.9% |
| 3M | -17.0% | +6.4% | -23.4% | -18.0% |
| 6M | -22.7% | +1.6% | -24.3% | -23.1% |
| YTD | -56.3% | +18.2% | -74.5% | -58.4% |
| 1Y | -57.7% | +23.9% | -81.6% | -60.1% |
| 3Y | -16.5% | +44.7% | -61.2% | -25.1% |
| All | -53.1% | +19.8% | -72.9% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling