+3.6%
NVT vs ZCMD
-99.9%
+103.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.0% | -9.7% | -12.7% |
| 7D | -19.5% | -13.3% | -6.2% | -19.3% |
| 30D | -32.4% | -49.6% | +17.2% | -31.9% |
| 3M | -30.3% | -54.6% | +24.3% | -29.9% |
| 6M | -30.4% | -99.8% | +69.3% | -27.5% |
| YTD | +11.3% | -99.9% | +111.2% | +15.4% |
| 1Y | +3.6% | -99.9% | +103.5% | +6.3% |
| All | +3.6% | -99.9% | +103.5% | +6.3% |
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