-8.2%
NVO vs ZETA
+84.8%
-93.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.3% | +4.6% |
| 7D | +10.2% | -5.0% | +15.2% | +10.8% |
| 30D | +12.4% | -3.3% | +15.7% | +12.7% |
| 3M | -3.5% | +31.0% | -34.5% | -7.6% |
| 6M | -3.8% | +72.2% | -75.9% | -13.6% |
| YTD | -13.0% | +56.2% | -69.1% | -22.0% |
| 1Y | -8.2% | +90.3% | -98.5% | -19.5% |
| All | -8.2% | +84.8% | -93.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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