+751.2%
NVT vs Z
-32.7%
+784.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.6% | +5.4% |
| 7D | +10.4% | -3.3% | +13.6% | +10.9% |
| 30D | -1.3% | -3.7% | +2.4% | -1.0% |
| 3M | -0.6% | -7.0% | +6.4% | -0.5% |
| 6M | +53.8% | -29.5% | +83.3% | +62.4% |
| YTD | +60.2% | -52.6% | +112.7% | +81.8% |
| 1Y | +76.8% | -64.0% | +140.8% | +111.4% |
| 3Y | +191.2% | -36.4% | +227.7% | +202.4% |
| 5Y | +430.9% | -65.8% | +496.7% | +483.6% |
| All | +751.2% | -32.7% | +784.0% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling