-38.6%
ZS vs NVT
+419.5%
-458.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -1.2% |
| 7D | -3.1% | +4.1% | -7.2% | -4.8% |
| 30D | -7.2% | -5.1% | -2.1% | -5.8% |
| 3M | +30.5% | -1.2% | +31.6% | +28.2% |
| 6M | +7.0% | +46.6% | -39.6% | -14.7% |
| YTD | -26.8% | +60.0% | -86.8% | -44.8% |
| 1Y | -42.6% | +70.8% | -113.4% | -58.6% |
| 3Y | -0.3% | +187.5% | -187.9% | -52.2% |
| All | -38.6% | +419.5% | -458.1% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling