+70.8%
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 | +4.6% | -7.0% | +11.7% | +4.7% |
| 7D | +4.1% | -5.4% | +9.5% | +4.1% |
| 30D | -5.1% | -24.8% | +19.6% | -4.9% |
| 3M | -1.2% | -62.8% | +61.6% | -1.8% |
| 6M | +46.6% | -99.5% | +146.1% | +49.7% |
| YTD | +60.0% | -99.8% | +159.7% | +63.9% |
| 1Y | +70.8% | -99.9% | +170.7% | +76.4% |
| All | +70.8% | -99.9% | +170.7% | +76.4% |
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