+49.8%
NVTS vs Z
-20.5%
+70.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.1% |
| 7D | +9.6% | -6.5% | +16.0% | +13.0% |
| 30D | -13.0% | -0.1% | -12.9% | -13.5% |
| 3M | -28.8% | -14.1% | -14.6% | -26.1% |
| 6M | -48.5% | -30.1% | -18.4% | -42.4% |
| YTD | +31.4% | -57.5% | +88.9% | +83.8% |
| 1Y | -2.3% | -60.3% | +58.0% | +41.2% |
| 3Y | +49.8% | -21.0% | +70.9% | +56.3% |
| All | +49.8% | -20.5% | +70.3% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling