-10.8%
NVTS vs Z
-54.2%
+43.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.4% | -0.4% | +8.2% |
| 7D | -0.3% | +10.2% | -10.5% | -1.2% |
| 30D | -24.4% | +23.7% | -48.1% | -26.3% |
| 3M | -26.5% | -6.6% | -19.9% | -26.0% |
| 6M | -41.4% | -23.0% | -18.4% | -35.8% |
| YTD | +30.7% | -50.3% | +81.0% | +71.5% |
| 1Y | -10.8% | -53.6% | +42.8% | +21.2% |
| All | -10.8% | -54.2% | +43.4% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling