+625.8%
NTAP vs ZBRA
+435.2%
+190.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +7.8% |
| 7D | +7.4% | -3.4% | +10.8% | +8.9% |
| 30D | -1.4% | -7.4% | +6.0% | +1.7% |
| 3M | +24.6% | +57.5% | -32.9% | +1.3% |
| 6M | +105.9% | +64.0% | +41.9% | +63.0% |
| YTD | +88.5% | +44.3% | +44.2% | +56.1% |
| 1Y | +62.1% | +10.9% | +51.2% | +49.4% |
| 3Y | +169.1% | +37.5% | +131.5% | +117.3% |
| 5Y | +141.9% | -39.7% | +181.5% | +169.1% |
| All | +625.8% | +435.2% | +190.5% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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