+135.6%
NTAP vs Z
-21.1%
+156.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | -15.1% | -4.6% | -10.5% | -14.5% |
| 30D | -28.1% | +8.3% | -36.4% | -29.2% |
| 3M | -11.4% | -11.6% | +0.2% | -10.5% |
| 6M | +52.2% | -33.6% | +85.9% | +61.6% |
| YTD | +60.4% | -56.7% | +117.1% | +84.3% |
| 1Y | +51.0% | -59.1% | +110.1% | +75.2% |
| 3Y | +135.6% | -20.4% | +155.9% | +152.6% |
| All | +135.6% | -21.1% | +156.6% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling