-100.0%
ZCMD vs NVMI
+905.5%
-1,005.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -4.1% | +6.9% | -11.1% | -5.5% |
| 30D | -22.7% | -2.8% | -19.9% | -22.4% |
| 3M | -62.5% | -27.3% | -35.2% | -60.1% |
| 6M | -99.5% | -13.7% | -85.8% | -99.4% |
| YTD | -99.7% | +13.8% | -113.6% | -99.7% |
| 1Y | -99.9% | +34.9% | -134.8% | -99.9% |
| 3Y | -100.0% | +213.5% | -313.5% | -100.0% |
| 5Y | -100.0% | +272.5% | -372.5% | -100.0% |
| All | -100.0% | +905.5% | -1,005.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling