-7.8%
NVTS vs ZS
-43.4%
+35.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +8.6% |
| 7D | +2.7% | -7.8% | +10.5% | +6.7% |
| 30D | -4.5% | +5.0% | -9.5% | -8.1% |
| 3M | -61.5% | +25.5% | -87.1% | -66.5% |
| 6M | +28.0% | +8.7% | +19.3% | +9.6% |
| YTD | +65.3% | -24.5% | +89.8% | +72.7% |
| 1Y | +113.0% | -36.7% | +149.7% | +145.0% |
| 3Y | +34.7% | +7.2% | +27.5% | +8.2% |
| All | -7.8% | -43.4% | +35.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling