-12.9%
NVTS vs ZCMD
-100.0%
+87.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.8% |
| 7D | +0.5% | -2.0% | +2.5% | +0.5% |
| 30D | -18.0% | -19.8% | +1.8% | -17.8% |
| 3M | -45.6% | -62.1% | +16.5% | -46.3% |
| 6M | +28.5% | -99.5% | +127.9% | +27.8% |
| YTD | +56.2% | -99.7% | +155.9% | +54.9% |
| 1Y | +97.7% | -99.9% | +197.6% | +95.0% |
| 3Y | +35.0% | -100.0% | +135.0% | +40.1% |
| All | -12.9% | -100.0% | +87.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling