+127.9%
NTAP vs ZBRA
-45.5%
+173.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.5% | -3.2% |
| 7D | +7.2% | +0.6% | +6.6% | +6.9% |
| 30D | -18.4% | -14.0% | -4.3% | -13.9% |
| 3M | -11.3% | -14.7% | +3.3% | -6.2% |
| 6M | +53.8% | +31.3% | +22.5% | +36.9% |
| YTD | +72.0% | +33.4% | +38.5% | +50.0% |
| 1Y | +68.0% | +34.1% | +33.9% | +46.3% |
| 3Y | +149.5% | +59.9% | +89.6% | +98.8% |
| All | +127.9% | -45.5% | +173.4% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling