+7.9%
NXT vs ZCMD
-99.9%
+107.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +1.6% |
| 7D | -9.4% | -7.7% | -1.7% | -9.4% |
| 30D | +15.1% | -34.8% | +49.9% | +15.4% |
| 3M | -9.1% | -56.3% | +47.2% | -8.7% |
| 6M | -30.3% | -99.7% | +69.4% | -35.5% |
| YTD | +9.1% | -99.9% | +109.0% | +1.3% |
| 1Y | +7.9% | -99.9% | +107.8% | +10.7% |
| All | +7.9% | -99.9% | +107.8% | +10.7% |
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 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