-9.1%
NVTS vs ZBRA
-34.0%
+24.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +2.8% |
| 7D | -1.4% | -3.4% | +2.0% | +1.3% |
| 30D | -16.5% | -7.4% | -9.1% | -11.2% |
| 3M | -47.6% | +57.5% | -105.1% | -65.6% |
| 6M | +7.3% | +64.0% | -56.7% | -33.6% |
| YTD | +62.9% | +44.3% | +18.6% | +10.7% |
| 1Y | +91.3% | +10.9% | +80.4% | +64.9% |
| 3Y | +43.4% | +37.5% | +5.9% | +3.2% |
| All | -9.1% | -34.0% | +24.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling