+47.0%
NEE vs ZCMD
-100.0%
+147.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -0.2% | -21.6% | +21.4% | -0.1% |
| 3M | +0.5% | -67.4% | +67.9% | +0.3% |
| 6M | -6.5% | -99.4% | +92.9% | -4.5% |
| YTD | +6.7% | -99.7% | +106.4% | +9.6% |
| 1Y | +23.6% | -99.9% | +123.5% | +27.6% |
| 3Y | +37.1% | -100.0% | +137.1% | +45.4% |
| 5Y | +10.9% | -100.0% | +110.9% | +17.8% |
| All | +47.0% | -100.0% | +147.0% | +59.0% |
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