+1,101.8%
NBIS vs ZCMD
-99.9%
+1,201.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -1.5% |
| 7D | +17.8% | -4.1% | +21.9% | +17.8% |
| 30D | +30.5% | -22.7% | +53.3% | +30.7% |
| 3M | +9.2% | -62.5% | +71.7% | +9.8% |
| 6M | +153.2% | -99.5% | +252.6% | +141.6% |
| YTD | +187.1% | -99.7% | +286.9% | +179.1% |
| 1Y | +151.1% | -99.9% | +251.0% | +149.3% |
| All | +1,101.8% | -99.9% | +1,201.7% | +1,231.4% |
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