-3.1%
Z vs NTRS
+259.9%
-263.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | -6.0% | +1.4% | -7.4% | -6.6% |
| 30D | -2.3% | -0.7% | -1.6% | -2.0% |
| 3M | -0.6% | +11.3% | -11.9% | -6.0% |
| 6M | -27.6% | +35.5% | -63.1% | -38.1% |
| YTD | -52.4% | +40.6% | -93.0% | -59.9% |
| 1Y | -63.6% | +49.2% | -112.8% | -70.3% |
| 3Y | -36.4% | +167.2% | -203.6% | -61.7% |
| 5Y | -64.6% | +94.9% | -159.5% | -75.7% |
| All | -3.1% | +259.9% | -263.1% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling