+113.0%
NVTS vs ZCMD
-99.9%
+212.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.0% | +6.4% |
| 7D | +2.7% | -8.0% | +10.7% | +3.0% |
| 30D | -4.5% | -27.9% | +23.4% | -3.6% |
| 3M | -61.5% | -74.6% | +13.1% | -61.0% |
| 6M | +28.0% | -99.5% | +127.4% | +40.4% |
| YTD | +65.3% | -99.7% | +165.0% | +86.0% |
| 1Y | +113.0% | -99.9% | +212.9% | +128.8% |
| All | +113.0% | -99.9% | +212.9% | +128.8% |
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