+134.3%
NVT vs ZYBT
-58.9%
+193.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.2% | +4.6% |
| 7D | +4.1% | -3.7% | +7.8% | +4.1% |
| 30D | -5.1% | 0.0% | -5.1% | -5.1% |
| 3M | -1.2% | +72.2% | -73.4% | -1.5% |
| 6M | +46.6% | +103.1% | -56.6% | +44.0% |
| YTD | +60.0% | +34.8% | +25.2% | +58.8% |
| 1Y | +70.8% | -83.2% | +154.0% | +78.0% |
| All | +134.3% | -58.9% | +193.2% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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