-50.7%
ZTS vs NVDL
+2,480.8%
-2,531.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.5% |
| 7D | -4.5% | -8.7% | +4.2% | -4.3% |
| 30D | -3.3% | -1.3% | -2.0% | -3.3% |
| 3M | -9.7% | +11.4% | -21.1% | -10.2% |
| 6M | -38.8% | +22.9% | -61.7% | -39.6% |
| YTD | -41.2% | +15.4% | -56.6% | -41.9% |
| 1Y | -50.3% | +18.8% | -69.1% | -51.0% |
| 3Y | -59.1% | +641.4% | -700.5% | -66.0% |
| All | -50.7% | +2,480.8% | -2,531.4% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling