-10.8%
NVTS vs ZCMD
-99.9%
+89.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.0% | +12.0% | +9.1% |
| 7D | -0.3% | -13.3% | +13.0% | +0.2% |
| 30D | -24.4% | -49.6% | +25.2% | -22.5% |
| 3M | -26.5% | -54.6% | +28.1% | -24.7% |
| 6M | -41.4% | -99.8% | +58.4% | -29.9% |
| YTD | +30.7% | -99.9% | +130.5% | +59.3% |
| 1Y | -10.8% | -99.9% | +89.1% | +6.3% |
| All | -10.8% | -99.9% | +89.1% | +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