+2,494.8%
NVDL vs ZCMD
-100.0%
+2,594.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.7% |
| 7D | -8.7% | -2.0% | -6.6% | -8.7% |
| 30D | -1.3% | -19.8% | +18.5% | -1.2% |
| 3M | +11.4% | -62.1% | +73.4% | +11.2% |
| 6M | +22.9% | -99.5% | +122.4% | +11.1% |
| YTD | +15.4% | -99.7% | +115.2% | +1.7% |
| 1Y | +18.8% | -99.9% | +118.6% | +1.5% |
| 3Y | +641.4% | -100.0% | +741.4% | +553.4% |
| All | +2,494.8% | -100.0% | +2,594.7% | +2,234.0% |
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