+45.3%
NVTS vs Z
-37.5%
+82.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +4.1% |
| 7D | +9.7% | -3.3% | +12.9% | +10.8% |
| 30D | -13.6% | -3.7% | -9.9% | -13.4% |
| 3M | -51.0% | -7.0% | -44.0% | -50.8% |
| 6M | +46.3% | -29.5% | +75.9% | +64.9% |
| YTD | +68.1% | -52.6% | +120.6% | +127.4% |
| 1Y | +113.9% | -64.0% | +177.9% | +228.9% |
| 3Y | +45.3% | -36.4% | +81.7% | +68.3% |
| All | +45.3% | -37.5% | +82.7% | +68.3% |
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