-18.6%
Z vs NTR
+100.5%
-119.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.6% |
| 7D | -3.0% | +8.1% | -11.1% | -5.5% |
| 30D | -4.2% | +18.8% | -22.9% | -9.6% |
| 3M | -3.7% | +16.2% | -19.9% | -8.8% |
| 6M | -24.5% | +9.8% | -34.3% | -28.0% |
| YTD | -49.3% | +30.9% | -80.2% | -55.0% |
| 1Y | -58.7% | +41.8% | -100.4% | -64.6% |
| 3Y | -34.1% | +35.8% | -69.9% | -43.7% |
| 5Y | -64.5% | +51.0% | -115.6% | -74.6% |
| All | -18.6% | +100.5% | -119.1% | -51.7% |
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 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