-16.7%
NVO vs ZYBT
-79.2%
+62.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.1% |
| 7D | -7.6% | -3.7% | -3.8% | -7.6% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -0.8% | +72.2% | -73.0% | +1.2% |
| 6M | +16.5% | +103.1% | -86.7% | +15.1% |
| YTD | -11.1% | +34.8% | -45.9% | -10.1% |
| 1Y | -16.7% | -83.2% | +66.4% | -8.1% |
| All | -16.7% | -79.2% | +62.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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