+277.2%
NRG vs ZCMD
-100.0%
+377.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.0% | +8.7% | +1.7% |
| 7D | -4.7% | -5.4% | +0.7% | -4.6% |
| 30D | -6.0% | -24.8% | +18.8% | -5.7% |
| 3M | -8.0% | -62.8% | +54.8% | -8.6% |
| 6M | -23.2% | -99.5% | +76.4% | -25.3% |
| YTD | -28.1% | -99.8% | +71.7% | -30.6% |
| 1Y | -27.3% | -99.9% | +72.6% | -30.6% |
| 3Y | +208.7% | -100.0% | +308.6% | +185.5% |
| 5Y | +197.7% | -100.0% | +297.6% | +174.9% |
| All | +277.2% | -100.0% | +377.2% | +280.3% |
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