-62.6%
ZTS vs NVTS
-16.8%
-45.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | 0.0% |
| 7D | -3.7% | -1.4% | -2.3% | -3.7% |
| 30D | -0.8% | -16.5% | +15.7% | -0.4% |
| 3M | -9.7% | -47.6% | +37.9% | -8.3% |
| 6M | -38.4% | +7.3% | -45.7% | -39.6% |
| YTD | -41.1% | +62.9% | -104.0% | -43.5% |
| 1Y | -50.6% | +91.3% | -141.9% | -53.3% |
| 3Y | -59.1% | +43.4% | -102.5% | -61.5% |
| All | -62.6% | -16.8% | -45.8% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling