+70.9%
NVT vs ZCMD
-99.9%
+170.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +2.6% |
| 7D | +5.1% | -8.0% | +13.1% | +5.2% |
| 30D | -3.7% | -27.9% | +24.2% | -3.5% |
| 3M | -10.1% | -74.6% | +64.4% | -10.4% |
| 6M | +37.5% | -99.5% | +136.9% | +39.2% |
| YTD | +53.7% | -99.7% | +153.5% | +55.9% |
| 1Y | +70.9% | -99.9% | +170.7% | +74.1% |
| All | +70.9% | -99.9% | +170.7% | +74.1% |
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