+66.1%
NVO vs ZCMD
-100.0%
+166.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -2.1% |
| 7D | -7.6% | -5.4% | -2.2% | -7.5% |
| 30D | -6.0% | -24.8% | +18.8% | -5.9% |
| 3M | -0.8% | -62.8% | +62.0% | -1.1% |
| 6M | +16.5% | -99.5% | +116.0% | +24.0% |
| YTD | -11.1% | -99.8% | +88.6% | -3.8% |
| 1Y | -16.7% | -99.9% | +83.2% | -8.8% |
| 3Y | -52.9% | -100.0% | +47.1% | -46.1% |
| 5Y | -3.0% | -100.0% | +97.0% | +11.1% |
| All | +66.1% | -100.0% | +166.1% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling