+41.4%
NVDL vs ZYBT
-58.9%
+100.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -10.3% | -3.7% | -6.6% | -10.3% |
| 30D | -7.1% | 0.0% | -7.1% | -7.1% |
| 3M | +6.6% | +72.2% | -65.6% | +5.4% |
| 6M | +21.1% | +103.1% | -82.1% | +18.3% |
| YTD | +15.2% | +34.8% | -19.6% | +13.4% |
| 1Y | +18.8% | -83.2% | +102.0% | +19.1% |
| All | +41.4% | -58.9% | +100.3% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling