-6.0%
ZTS vs NVT
+732.7%
-738.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -3.8% |
| 7D | -4.8% | +10.4% | -15.1% | -6.7% |
| 30D | +1.2% | -1.3% | +2.5% | +1.1% |
| 3M | -6.0% | -0.6% | -5.4% | -7.0% |
| 6M | -38.7% | +53.8% | -92.5% | -45.5% |
| YTD | -40.6% | +60.2% | -100.8% | -47.9% |
| 1Y | -50.6% | +76.8% | -127.4% | -57.9% |
| 3Y | -58.7% | +191.2% | -250.0% | -70.7% |
| 5Y | -62.8% | +430.9% | -493.8% | -78.4% |
| All | -6.0% | +732.7% | -738.7% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling