+18.8%
NVDL vs ZCMD
-99.9%
+118.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.9% | 0.0% |
| 7D | -10.3% | -5.4% | -4.9% | -10.2% |
| 30D | -7.1% | -24.8% | +17.6% | -6.5% |
| 3M | +6.6% | -62.8% | +69.4% | +5.4% |
| 6M | +21.1% | -99.5% | +120.6% | +16.2% |
| YTD | +15.2% | -99.8% | +115.0% | +8.2% |
| 1Y | +18.8% | -99.9% | +118.7% | +4.9% |
| All | +18.8% | -99.9% | +118.7% | +4.9% |
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