+187.5%
NVT vs ZCMD
-100.0%
+287.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.1% | +11.7% | +4.7% |
| 7D | +4.1% | -5.4% | +9.5% | +4.1% |
| 30D | -5.1% | -24.8% | +19.7% | -5.0% |
| 3M | -1.2% | -62.8% | +61.6% | -1.5% |
| 6M | +46.6% | -99.5% | +146.1% | +45.4% |
| YTD | +60.0% | -99.8% | +159.7% | +58.3% |
| 1Y | +70.8% | -99.9% | +170.7% | +68.4% |
| 3Y | +187.5% | -100.0% | +287.5% | +173.2% |
| All | +187.5% | -100.0% | +287.5% | +173.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling