+97.7%
NVTS vs Z
-64.6%
+162.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.3% |
| 7D | +0.5% | -11.6% | +12.0% | +2.9% |
| 30D | -18.0% | -8.5% | -9.5% | -17.2% |
| 3M | -45.6% | -7.9% | -37.7% | -45.2% |
| 6M | +28.5% | -29.1% | +57.5% | +44.8% |
| YTD | +56.2% | -54.2% | +110.4% | +125.5% |
| 1Y | +97.7% | -63.5% | +161.2% | +213.8% |
| All | +97.7% | -64.6% | +162.3% | +213.8% |
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