-52.9%
NVO vs Z
-36.5%
-16.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.9% |
| 7D | -7.6% | -6.0% | -1.5% | -6.5% |
| 30D | -6.0% | -2.3% | -3.7% | -5.7% |
| 3M | -0.8% | -0.6% | -0.2% | -1.4% |
| 6M | +16.5% | -27.6% | +44.1% | +23.1% |
| YTD | -11.1% | -52.4% | +41.2% | +1.7% |
| 1Y | -16.7% | -63.6% | +46.9% | -0.6% |
| 3Y | -52.9% | -36.4% | -16.5% | -41.9% |
| All | -52.9% | -36.5% | -16.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling