-100.0%
ZCMD vs NVMI
+207.9%
-307.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.6% | -7.4% |
| 7D | -5.4% | -0.1% | -5.4% | -5.4% |
| 30D | -24.8% | -8.4% | -16.4% | -23.5% |
| 3M | -62.8% | -33.6% | -29.2% | -59.7% |
| 6M | -99.5% | -14.7% | -84.9% | -99.5% |
| YTD | -99.8% | +13.2% | -113.0% | -99.8% |
| 1Y | -99.9% | +29.0% | -128.9% | -99.9% |
| 3Y | -100.0% | +215.0% | -315.0% | -100.0% |
| All | -100.0% | +207.9% | -307.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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