-51.9%
NVO vs ZETA
+274.1%
-325.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -7.4% | -6.5% | -0.9% | -6.8% |
| 30D | -5.5% | +4.8% | -10.3% | -6.0% |
| 3M | +4.1% | +53.3% | -49.2% | -0.4% |
| 6M | +19.3% | +66.8% | -47.5% | +12.5% |
| YTD | -9.2% | +50.2% | -59.4% | -13.9% |
| 1Y | -15.0% | +62.0% | -77.0% | -20.1% |
| All | -51.9% | +274.1% | -325.9% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling