+44.3%
NEE vs ZCMD
-100.0%
+144.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.1% |
| 7D | -1.3% | -5.4% | +4.1% | -1.3% |
| 30D | -3.3% | -24.8% | +21.5% | -3.2% |
| 3M | -2.3% | -62.8% | +60.5% | -2.6% |
| 6M | -8.9% | -99.5% | +90.7% | -6.8% |
| YTD | +4.8% | -99.8% | +104.5% | +7.6% |
| 1Y | +18.7% | -99.9% | +118.6% | +22.7% |
| 3Y | +33.2% | -100.0% | +133.2% | +41.4% |
| 5Y | +10.9% | -100.0% | +110.8% | +17.8% |
| All | +44.3% | -100.0% | +144.3% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling