-25.3%
NVTS vs Z
-67.1%
+41.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -4.0% |
| 7D | +21.6% | -4.9% | +26.5% | +24.6% |
| 30D | -8.5% | +3.0% | -11.5% | -10.8% |
| 3M | -31.4% | -13.4% | -18.0% | -28.6% |
| 6M | -50.3% | -27.3% | -23.0% | -44.8% |
| YTD | +33.9% | -57.8% | +91.7% | +94.6% |
| 1Y | +10.6% | -60.0% | +70.7% | +65.2% |
| 3Y | +52.7% | -21.5% | +74.2% | +48.2% |
| 5Y | -48.5% | -55.0% | +6.5% | -44.5% |
| All | -25.3% | -67.1% | +41.8% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling