+70.9%
NVT vs Z
-58.8%
+129.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.6% |
| 7D | +5.1% | -3.0% | +8.1% | +5.0% |
| 30D | -3.7% | -4.2% | +0.5% | -3.6% |
| 3M | -10.1% | -3.7% | -6.4% | -8.7% |
| 6M | +37.5% | -24.5% | +62.0% | +43.4% |
| YTD | +53.7% | -49.3% | +103.0% | +63.2% |
| 1Y | +70.9% | -58.7% | +129.5% | +80.7% |
| All | +70.9% | -58.8% | +129.7% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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