+113.0%
NVTS vs Z
-58.8%
+171.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.7% |
| 7D | +2.7% | -3.0% | +5.7% | +3.3% |
| 30D | -4.5% | -4.2% | -0.3% | -4.0% |
| 3M | -61.5% | -3.7% | -57.8% | -60.9% |
| 6M | +28.0% | -24.5% | +52.5% | +43.8% |
| YTD | +65.3% | -49.3% | +114.6% | +130.0% |
| 1Y | +113.0% | -58.7% | +171.7% | +221.0% |
| All | +113.0% | -58.8% | +171.8% | +221.0% |
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