-26.7%
ZTS vs NVT
+3.0%
-29.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -12.7% | +20.2% | +5.9% |
| 7D | +15.4% | -19.5% | +34.9% | +13.0% |
| 30D | +25.8% | -32.4% | +58.2% | +22.0% |
| 3M | +18.1% | -30.3% | +48.4% | +14.8% |
| 6M | -19.7% | -30.4% | +10.7% | -21.8% |
| YTD | -27.5% | +11.3% | -38.8% | -31.0% |
| 1Y | -26.7% | +3.6% | -30.3% | -30.3% |
| All | -26.7% | +3.0% | -29.7% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling