-56.3%
Z vs NTR
+23.5%
-79.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -4.6% | +3.0% | -7.5% | -5.0% |
| 30D | +8.3% | +2.2% | +6.2% | +7.9% |
| 3M | -11.6% | +7.9% | -19.5% | -12.9% |
| 6M | -33.6% | -1.5% | -32.1% | -33.7% |
| YTD | -56.7% | +18.6% | -75.3% | -58.8% |
| 1Y | -59.1% | +31.7% | -90.8% | -62.0% |
| 3Y | -20.4% | +46.4% | -66.8% | -28.7% |
| All | -56.3% | +23.5% | -79.8% | -62.7% |
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