+24.7%
Z vs NTRS
+226.9%
-202.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -4.2% | +1.7% | -5.9% | -5.1% |
| 3M | -3.7% | +8.9% | -12.6% | -8.0% |
| 6M | -24.5% | +30.6% | -55.1% | -34.2% |
| YTD | -49.3% | +38.7% | -88.0% | -57.1% |
| 1Y | -58.7% | +48.1% | -106.8% | -66.2% |
| 3Y | -34.1% | +165.5% | -199.6% | -60.1% |
| 5Y | -64.5% | +85.6% | -150.1% | -75.0% |
| 10Y | -0.5% | +246.1% | -246.6% | -51.4% |
| All | +24.7% | +226.9% | -202.2% | -39.3% |
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