-16.7%
NVO vs ZCMD
-99.9%
+83.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -2.1% |
| 7D | -7.6% | -5.4% | -2.2% | -7.6% |
| 30D | -6.0% | -24.8% | +18.8% | -6.0% |
| 3M | -0.8% | -62.8% | +62.0% | 0.0% |
| 6M | +16.5% | -99.5% | +116.0% | +32.8% |
| YTD | -11.1% | -99.8% | +88.6% | +9.7% |
| 1Y | -16.7% | -99.9% | +83.2% | +8.2% |
| All | -16.7% | -99.9% | +83.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling