+402.8%
NVT vs Z
-66.6%
+469.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.7% |
| 7D | +2.0% | -11.6% | +13.6% | +4.0% |
| 30D | -7.2% | -8.5% | +1.3% | -6.2% |
| 3M | -0.9% | -7.9% | +7.0% | -0.6% |
| 6M | +42.6% | -29.1% | +71.7% | +50.0% |
| YTD | +52.9% | -54.2% | +107.1% | +73.7% |
| 1Y | +64.5% | -63.5% | +128.0% | +94.7% |
| 3Y | +178.0% | -38.6% | +216.6% | +191.5% |
| 5Y | +402.8% | -66.0% | +468.8% | +401.1% |
| All | +402.8% | -66.6% | +469.3% | +401.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling