-59.1%
ZTS vs NVDL
+625.2%
-684.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -10.3% | +6.6% | -3.6% |
| 30D | -0.8% | -7.1% | +6.3% | -0.7% |
| 3M | -9.7% | +6.6% | -16.3% | -10.0% |
| 6M | -38.4% | +21.1% | -59.5% | -39.0% |
| YTD | -41.1% | +15.2% | -56.3% | -41.6% |
| 1Y | -50.6% | +18.8% | -69.4% | -51.1% |
| 3Y | -59.1% | +649.9% | -709.0% | -67.5% |
| All | -59.1% | +625.2% | -684.3% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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