+180.5%
NXT vs ZCMD
-100.0%
+280.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.9% | -1.4% | +4.3% | +2.9% |
| 30D | -17.2% | -21.6% | +4.3% | -17.2% |
| 3M | -32.0% | -67.4% | +35.4% | -32.2% |
| 6M | -15.8% | -99.4% | +83.7% | -19.9% |
| YTD | -1.9% | -99.7% | +97.8% | -7.3% |
| 1Y | +22.5% | -99.9% | +122.4% | +15.2% |
| 3Y | +100.5% | -100.0% | +200.5% | +86.6% |
| All | +180.5% | -100.0% | +280.5% | +159.5% |
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