+7.9%
ZTS vs NVT
+488.5%
-480.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +5.6% | +8.0% | -2.4% | +4.1% |
| 30D | +12.1% | -24.8% | +36.9% | +16.7% |
| 3M | +11.3% | -32.4% | +43.7% | +17.6% |
| 6M | +14.3% | -33.5% | +47.8% | +20.0% |
| YTD | -31.9% | +13.2% | -45.1% | -37.2% |
| 1Y | -29.3% | +9.0% | -38.2% | -34.4% |
| 3Y | -48.0% | +129.4% | -177.4% | -62.4% |
| 5Y | -58.9% | +230.1% | -289.0% | -73.9% |
| All | +7.9% | +488.5% | -480.6% | -47.8% |
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