-9.1%
NVTS vs ZS
-45.2%
+36.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | -1.4% | -3.1% | +1.7% | 0.0% |
| 30D | -16.5% | -7.2% | -9.3% | -14.5% |
| 3M | -47.6% | +30.5% | -78.1% | -55.7% |
| 6M | +7.3% | +7.0% | +0.3% | -7.1% |
| YTD | +62.9% | -26.8% | +89.7% | +72.7% |
| 1Y | +91.3% | -42.6% | +133.9% | +132.6% |
| 3Y | +43.4% | -0.3% | +43.7% | +20.1% |
| All | -9.1% | -45.2% | +36.1% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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