-61.4%
NVD vs ZCMD
-99.9%
+38.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.5% |
| 7D | -11.1% | -8.0% | -3.1% | -11.3% |
| 30D | -13.3% | -27.9% | +14.6% | -13.7% |
| 3M | -19.8% | -74.6% | +54.8% | -17.9% |
| 6M | -48.8% | -99.5% | +50.7% | -46.1% |
| YTD | -49.7% | -99.7% | +50.1% | -46.2% |
| 1Y | -61.4% | -99.9% | +38.5% | -56.6% |
| All | -61.4% | -99.9% | +38.5% | -56.6% |
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