+40.6%
NVDL vs ZYBT
-83.2%
+123.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.6% |
| 7D | +11.7% | -6.9% | +18.6% | +11.7% |
| 30D | +7.8% | -31.8% | +39.6% | +7.9% |
| 3M | +3.3% | +94.0% | -90.7% | +2.7% |
| 6M | +38.9% | +99.0% | -60.1% | +34.9% |
| YTD | +28.5% | +40.0% | -11.5% | +27.5% |
| 1Y | +40.6% | -79.5% | +120.1% | +54.8% |
| All | +40.6% | -83.2% | +123.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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