+20.1%
NVO vs ZETA
+241.7%
-221.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -3.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | -3.2% | +15.6% | -18.8% | -4.3% |
| 3M | +11.5% | +41.5% | -30.0% | +8.2% |
| 6M | +22.9% | +63.4% | -40.5% | +17.5% |
| YTD | -6.8% | +51.3% | -58.1% | -10.6% |
| 1Y | -12.6% | +65.8% | -78.5% | -16.9% |
| 3Y | -49.6% | +279.2% | -328.8% | -55.6% |
| 5Y | +0.6% | +341.8% | -341.2% | -12.5% |
| All | +20.1% | +241.7% | -221.6% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling