+216.9%
NOK vs ZCMD
-100.0%
+316.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.1% | +11.9% | +4.9% |
| 7D | +11.0% | -5.4% | +16.4% | +11.0% |
| 30D | +7.8% | -24.8% | +32.6% | +8.1% |
| 3M | -21.0% | -62.8% | +41.8% | -21.4% |
| 6M | +40.9% | -99.5% | +140.4% | +46.7% |
| YTD | +72.0% | -99.8% | +171.8% | +80.6% |
| 1Y | +140.9% | -99.9% | +240.8% | +157.0% |
| 3Y | +194.3% | -100.0% | +294.2% | +228.2% |
| 5Y | +112.5% | -100.0% | +212.5% | +136.5% |
| All | +216.9% | -100.0% | +316.9% | +285.7% |
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