-54.2%
NVD vs ZCMD
-99.9%
+45.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.3% | 0.0% |
| 7D | +10.8% | -5.4% | +16.3% | +10.7% |
| 30D | +0.8% | -24.8% | +25.5% | +0.3% |
| 3M | -20.8% | -62.8% | +42.0% | -19.3% |
| 6M | -41.2% | -99.5% | +58.4% | -38.0% |
| YTD | -44.2% | -99.8% | +55.6% | -40.0% |
| 1Y | -54.2% | -99.9% | +45.7% | -47.3% |
| All | -54.2% | -99.9% | +45.7% | -47.3% |
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 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