-9.4%
NVTS vs ZCMD
-100.0%
+90.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.4% |
| 7D | +3.5% | -4.1% | +7.6% | +3.6% |
| 30D | -11.9% | -22.7% | +10.8% | -11.6% |
| 3M | -49.2% | -62.5% | +13.3% | -49.8% |
| 6M | +38.4% | -99.5% | +137.9% | +37.7% |
| YTD | +62.5% | -99.7% | +162.2% | +61.1% |
| 1Y | +101.4% | -99.9% | +201.3% | +98.4% |
| 3Y | +40.4% | -100.0% | +140.4% | +45.7% |
| All | -9.4% | -100.0% | +90.6% | -4.7% |
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