-6.7%
ZTS vs NVT
+731.8%
-738.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | -0.8% |
| 7D | -3.7% | +4.1% | -7.8% | -4.6% |
| 30D | -0.8% | -5.1% | +4.4% | -0.1% |
| 3M | -9.7% | -1.2% | -8.6% | -10.6% |
| 6M | -38.4% | +46.6% | -85.0% | -44.6% |
| YTD | -41.1% | +60.0% | -101.1% | -48.3% |
| 1Y | -50.6% | +70.8% | -121.4% | -57.6% |
| 3Y | -59.1% | +187.5% | -246.7% | -70.9% |
| 5Y | -62.7% | +426.1% | -488.9% | -78.3% |
| All | -6.7% | +731.8% | -738.5% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling