+154.0%
NEM vs ZCMD
-100.0%
+254.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -3.3% | -2.0% | -1.3% | -3.3% |
| 30D | +7.8% | -19.8% | +27.7% | +8.1% |
| 3M | +36.3% | -62.1% | +98.3% | +34.9% |
| 6M | +6.6% | -99.5% | +106.0% | +8.5% |
| YTD | +27.1% | -99.7% | +126.9% | +30.2% |
| 1Y | +62.3% | -99.9% | +162.2% | +67.1% |
| 3Y | +245.1% | -100.0% | +345.1% | +253.4% |
| 5Y | +154.0% | -100.0% | +254.0% | +163.0% |
| All | +154.0% | -100.0% | +254.0% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling