-18.6%
NIO vs ZCMD
-100.0%
+81.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.2% |
| 7D | -7.3% | -2.0% | -5.2% | -7.2% |
| 30D | -22.5% | -19.8% | -2.7% | -22.2% |
| 3M | -30.9% | -62.1% | +31.2% | -32.9% |
| 6M | -37.2% | -99.5% | +62.3% | -28.4% |
| YTD | -29.8% | -99.7% | +69.9% | -17.6% |
| 1Y | -37.4% | -99.9% | +62.5% | -23.2% |
| 3Y | -64.3% | -100.0% | +35.6% | -48.6% |
| 5Y | -90.6% | -100.0% | +9.4% | -86.1% |
| All | -18.6% | -100.0% | +81.4% | +35.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling