-30.4%
Z vs NTR
+81.7%
-112.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -4.6% | +3.0% | -7.5% | -5.4% |
| 30D | +8.3% | +2.2% | +6.2% | +7.6% |
| 3M | -11.6% | +7.9% | -19.5% | -14.1% |
| 6M | -33.6% | -1.5% | -32.1% | -33.9% |
| YTD | -56.7% | +18.6% | -75.3% | -60.4% |
| 1Y | -59.1% | +31.7% | -90.8% | -64.1% |
| 3Y | -20.4% | +46.4% | -66.8% | -34.5% |
| 5Y | -55.3% | +24.2% | -79.4% | -65.0% |
| All | -30.4% | +81.7% | -112.2% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling