-61.1%
ZTS vs NVTS
-15.6%
-45.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -0.8% |
| 7D | -2.0% | +2.7% | -4.7% | -2.1% |
| 30D | +1.9% | -4.5% | +6.4% | +1.9% |
| 3M | -4.0% | -61.5% | +57.5% | -1.6% |
| 6M | -39.1% | +28.0% | -67.1% | -40.8% |
| YTD | -38.8% | +65.3% | -104.1% | -41.3% |
| 1Y | -49.6% | +113.0% | -162.6% | -52.5% |
| 3Y | -59.0% | +34.7% | -93.7% | -61.0% |
| All | -61.1% | -15.6% | -45.5% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling