-53.6%
Z vs NTRS
+43.5%
-97.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.0% |
| 7D | +10.2% | +3.6% | +6.6% | +8.6% |
| 30D | +23.7% | +4.3% | +19.4% | +21.4% |
| 3M | -6.6% | -1.9% | -4.6% | -6.4% |
| 6M | -23.0% | +11.4% | -34.4% | -28.3% |
| YTD | -50.3% | +32.3% | -82.6% | -58.4% |
| 1Y | -53.6% | +42.5% | -96.1% | -63.2% |
| All | -53.6% | +43.5% | -97.0% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling