+4.5%
Z vs NTRS
+211.6%
-207.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | -6.5% | +3.1% | -9.5% | -7.6% |
| 30D | -0.1% | +5.8% | -5.9% | -2.6% |
| 3M | -14.1% | -4.9% | -9.3% | -12.1% |
| 6M | -30.1% | +11.9% | -42.0% | -34.1% |
| YTD | -57.5% | +32.2% | -89.7% | -63.2% |
| 1Y | -60.3% | +39.6% | -100.0% | -66.6% |
| 3Y | -21.0% | +173.9% | -195.0% | -52.6% |
| 5Y | -54.9% | +67.1% | -122.0% | -66.6% |
| 10Y | -16.0% | +196.8% | -212.8% | -55.9% |
| All | +4.5% | +211.6% | -207.1% | -48.0% |
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