-56.7%
ZTS vs NVTS
-36.0%
-20.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.2% |
| 7D | +5.6% | +3.9% | +1.6% | +5.4% |
| 30D | +12.1% | -4.3% | +16.4% | +12.1% |
| 3M | +11.3% | -34.5% | +45.8% | +12.2% |
| 6M | +14.3% | -57.7% | +72.0% | +16.1% |
| YTD | -31.9% | +25.4% | -57.2% | -34.4% |
| 1Y | -29.3% | +13.1% | -42.4% | -31.7% |
| 3Y | -48.0% | +48.9% | -97.0% | -52.0% |
| 5Y | -58.9% | -51.8% | -7.1% | -63.0% |
| All | -56.7% | -36.0% | -20.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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