-35.3%
NIO vs ZCMD
-99.9%
+64.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -2.4% |
| 7D | -4.1% | -4.1% | 0.0% | -4.1% |
| 30D | -23.2% | -22.7% | -0.5% | -23.1% |
| 3M | -29.9% | -62.5% | +32.6% | -30.8% |
| 6M | -25.1% | -99.5% | +74.4% | -16.2% |
| YTD | -27.5% | -99.7% | +72.3% | -16.1% |
| All | -35.3% | -99.9% | +64.6% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling