+695.0%
NTAP vs Z
+25.1%
+669.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -0.8% | -3.0% | +2.2% | -0.2% |
| 30D | -0.5% | -4.2% | +3.6% | -0.1% |
| 3M | +4.1% | -3.7% | +7.8% | +4.1% |
| 6M | +88.0% | -24.5% | +112.5% | +95.7% |
| YTD | +75.6% | -49.3% | +124.9% | +96.1% |
| 1Y | +58.9% | -58.7% | +117.6% | +83.8% |
| 3Y | +153.6% | -34.1% | +187.7% | +161.1% |
| 5Y | +127.6% | -64.5% | +192.2% | +147.4% |
| 10Y | +580.4% | -0.5% | +580.9% | +429.6% |
| All | +695.0% | +25.1% | +669.9% | +490.5% |
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