-30.1%
NVTS vs Z
-66.0%
+35.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.9% | -8.0% |
| 7D | +3.9% | +0.8% | +3.1% | +3.6% |
| 30D | -4.3% | +5.2% | -9.5% | -7.7% |
| 3M | -34.5% | -17.0% | -17.4% | -30.2% |
| 6M | -57.7% | -22.7% | -35.1% | -54.4% |
| YTD | +25.4% | -56.3% | +81.7% | +79.0% |
| 1Y | +13.1% | -57.7% | +70.8% | +63.8% |
| 3Y | +48.9% | -16.5% | +65.5% | +39.7% |
| 5Y | -51.8% | -53.4% | +1.6% | -49.0% |
| All | -30.1% | -66.0% | +35.9% | -29.3% |
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