-58.7%
ZTS vs NVT
+226.5%
-285.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +5.6% | +8.0% | -2.4% | +4.8% |
| 30D | +12.1% | -24.8% | +36.9% | +14.7% |
| 3M | +11.3% | -32.4% | +43.7% | +15.0% |
| 6M | +14.3% | -33.5% | +47.8% | +17.7% |
| YTD | -31.9% | +13.2% | -45.1% | -36.6% |
| 1Y | -29.3% | +9.0% | -38.2% | -33.8% |
| 3Y | -48.0% | +129.4% | -177.4% | -62.3% |
| All | -58.7% | +226.5% | -285.3% | -75.7% |
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