+174.8%
NVT vs Z
-39.0%
+213.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.6% |
| 7D | +2.0% | -11.6% | +13.6% | +4.1% |
| 30D | -7.2% | -8.5% | +1.3% | -6.1% |
| 3M | -0.9% | -7.9% | +7.0% | -0.6% |
| 6M | +42.6% | -29.1% | +71.7% | +51.7% |
| YTD | +52.9% | -54.2% | +107.1% | +79.1% |
| 1Y | +64.5% | -63.5% | +128.0% | +103.4% |
| All | +174.8% | -39.0% | +213.7% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling