+176.5%
NXT vs ZCMD
-100.0%
+276.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +1.5% |
| 7D | -9.4% | -7.7% | -1.7% | -9.4% |
| 30D | +15.1% | -34.8% | +49.9% | +15.2% |
| 3M | -9.1% | -56.3% | +47.2% | -9.0% |
| 6M | -30.3% | -99.7% | +69.4% | -33.6% |
| YTD | +9.1% | -99.9% | +109.0% | +3.3% |
| 1Y | +7.9% | -99.9% | +107.8% | +2.0% |
| 3Y | +176.5% | -100.0% | +276.5% | +166.0% |
| All | +176.5% | -100.0% | +276.5% | +166.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling