+89.2%
NSC vs ZCMD
-100.0%
+189.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.4% |
| 7D | -2.0% | -4.1% | +2.1% | -2.0% |
| 30D | -3.2% | -22.7% | +19.5% | -3.1% |
| 3M | +3.9% | -62.5% | +66.4% | +2.9% |
| 6M | +7.8% | -99.5% | +107.2% | +12.6% |
| YTD | +13.4% | -99.7% | +113.1% | +19.4% |
| 1Y | +20.3% | -99.9% | +120.2% | +28.0% |
| 3Y | +76.1% | -100.0% | +176.1% | +93.6% |
| 5Y | +45.0% | -100.0% | +145.0% | +59.7% |
| All | +89.2% | -100.0% | +189.2% | +142.8% |
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