-62.5%
Z vs NTRS
+46.7%
-109.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.1% | +0.9% | -7.9% | -7.4% |
| 30D | -4.8% | -1.2% | -3.5% | -4.4% |
| 3M | -9.3% | +8.8% | -18.1% | -13.6% |
| 6M | -29.0% | +34.7% | -63.7% | -41.2% |
| YTD | -52.9% | +37.2% | -90.1% | -60.9% |
| All | -62.5% | +46.7% | -109.2% | -70.7% |
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