-65.8%
Z vs NTRS
+87.6%
-153.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -5.9% |
| 7D | -3.3% | +1.7% | -4.9% | -4.1% |
| 30D | -3.7% | +0.1% | -3.9% | -3.9% |
| 3M | -7.0% | +9.8% | -16.8% | -12.2% |
| 6M | -29.5% | +34.7% | -64.2% | -41.1% |
| YTD | -52.6% | +37.4% | -90.0% | -60.8% |
| 1Y | -64.0% | +48.2% | -112.2% | -71.6% |
| 3Y | -36.4% | +163.5% | -199.9% | -65.2% |
| 5Y | -65.8% | +88.2% | -154.0% | -77.9% |
| All | -65.8% | +87.6% | -153.4% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling