+68.1%
NTAP vs Z
-54.2%
+122.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.4% | -11.1% | -1.5% |
| 7D | -16.1% | +10.2% | -26.3% | -16.0% |
| 30D | -15.9% | +23.7% | -39.6% | -16.2% |
| 3M | -1.2% | -6.6% | +5.3% | 0.0% |
| 6M | +70.1% | -23.0% | +93.1% | +76.8% |
| YTD | +77.9% | -50.3% | +128.2% | +99.6% |
| 1Y | +68.1% | -53.6% | +121.7% | +90.8% |
| All | +68.1% | -54.2% | +122.3% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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