+560.3%
NVT vs ZCMD
-100.0%
+660.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.1% |
| 7D | +2.0% | -2.0% | +4.1% | +2.0% |
| 30D | -7.2% | -19.8% | +12.6% | -7.0% |
| 3M | -0.9% | -62.1% | +61.2% | -1.7% |
| 6M | +42.6% | -99.5% | +142.1% | +45.9% |
| YTD | +52.9% | -99.7% | +152.6% | +57.5% |
| 1Y | +64.5% | -99.9% | +164.4% | +70.7% |
| 3Y | +178.0% | -100.0% | +278.0% | +202.3% |
| 5Y | +402.8% | -100.0% | +502.8% | +446.7% |
| All | +560.3% | -100.0% | +660.3% | +774.0% |
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