+625.8%
NTAP vs ZBH
-16.2%
+642.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.2% |
| 7D | +7.4% | -4.7% | +12.0% | +9.1% |
| 30D | -1.4% | -4.5% | +3.1% | +0.1% |
| 3M | +24.6% | +7.6% | +17.0% | +20.7% |
| 6M | +105.9% | +0.3% | +105.6% | +103.2% |
| YTD | +88.5% | +4.5% | +84.0% | +83.0% |
| 1Y | +62.1% | -9.4% | +71.5% | +64.2% |
| 3Y | +169.1% | -21.5% | +190.5% | +181.4% |
| 5Y | +141.9% | -28.4% | +170.3% | +157.6% |
| All | +625.8% | -16.2% | +642.0% | +593.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling