-1.0%
ZS vs NVT
+178.0%
-178.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | -8.1% | +2.0% | -10.1% | -8.7% |
| 30D | -8.4% | -7.2% | -1.3% | -6.9% |
| 3M | +31.1% | -0.9% | +32.0% | +29.1% |
| 6M | +4.4% | +42.6% | -38.2% | -11.2% |
| YTD | -27.3% | +52.9% | -80.2% | -40.2% |
| 1Y | -41.4% | +64.5% | -105.8% | -53.5% |
| All | -1.0% | +178.0% | -178.9% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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