+7.4%
Z vs NTRS
+212.2%
-204.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +0.8% | +3.2% | -2.3% | -0.6% |
| 30D | +5.2% | +9.6% | -4.4% | +0.9% |
| 3M | -17.0% | -6.0% | -11.1% | -14.6% |
| 6M | -22.7% | +10.4% | -33.1% | -26.6% |
| YTD | -56.3% | +32.5% | -88.8% | -62.2% |
| 1Y | -57.7% | +41.2% | -98.8% | -64.5% |
| 3Y | -16.5% | +173.4% | -189.9% | -49.9% |
| 5Y | -53.4% | +65.0% | -118.4% | -65.3% |
| 10Y | -15.9% | +192.3% | -208.3% | -55.6% |
| All | +7.4% | +212.2% | -204.8% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling