+90.0%
NTNX vs ZCMD
-100.0%
+190.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.8% |
| 7D | -3.1% | -5.4% | +2.3% | -3.1% |
| 30D | +2.0% | -24.8% | +26.7% | +2.0% |
| 3M | +34.0% | -62.8% | +96.7% | +33.6% |
| 6M | +72.4% | -99.5% | +171.9% | +75.8% |
| YTD | +27.5% | -99.8% | +127.3% | +31.8% |
| 1Y | -18.7% | -99.9% | +81.2% | -14.5% |
| 3Y | +80.8% | -100.0% | +180.7% | +104.9% |
| 5Y | +54.5% | -100.0% | +154.5% | +75.9% |
| All | +90.0% | -100.0% | +190.0% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling