+655.6%
NTAP vs Z
+4.8%
+650.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.9% |
| 7D | -7.8% | -6.5% | -1.3% | -6.7% |
| 30D | -25.8% | -0.1% | -25.7% | -26.2% |
| 3M | -11.2% | -14.1% | +2.9% | -9.9% |
| 6M | +49.9% | -30.1% | +80.0% | +57.3% |
| YTD | +66.9% | -57.5% | +124.4% | +90.7% |
| 1Y | +58.8% | -60.3% | +119.2% | +83.6% |
| 3Y | +140.8% | -21.0% | +161.9% | +137.9% |
| 5Y | +115.0% | -54.9% | +169.9% | +124.7% |
| 10Y | +570.8% | -16.0% | +586.8% | +434.2% |
| All | +655.6% | +4.8% | +650.8% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling