-15.9%
NIO vs ZCMD
-100.0%
+84.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -2.5% |
| 7D | -4.1% | -4.1% | 0.0% | -4.0% |
| 30D | -23.2% | -22.7% | -0.5% | -22.8% |
| 3M | -29.9% | -62.5% | +32.6% | -31.9% |
| 6M | -25.1% | -99.5% | +74.4% | -14.9% |
| YTD | -27.5% | -99.7% | +72.3% | -14.8% |
| 1Y | -41.1% | -99.9% | +58.8% | -27.4% |
| 3Y | -63.1% | -100.0% | +36.8% | -46.9% |
| 5Y | -90.4% | -100.0% | +9.6% | -85.8% |
| All | -15.9% | -100.0% | +84.1% | +39.7% |
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