+750.3%
NVT vs Z
-32.4%
+782.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +3.9% |
| 7D | +4.1% | -6.0% | +10.1% | +5.2% |
| 30D | -5.1% | -2.3% | -2.8% | -5.1% |
| 3M | -1.2% | -0.6% | -0.6% | -2.3% |
| 6M | +46.6% | -27.6% | +74.2% | +54.0% |
| YTD | +60.0% | -52.4% | +112.3% | +81.5% |
| 1Y | +70.8% | -63.6% | +134.4% | +103.9% |
| 3Y | +187.5% | -36.4% | +223.9% | +198.6% |
| 5Y | +426.1% | -64.6% | +490.8% | +474.6% |
| All | +750.3% | -32.4% | +782.7% | +514.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling