+358.3%
NTAP vs ZCMD
-100.0%
+458.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +3.3% | -1.4% | +4.7% | +3.3% |
| 30D | -0.2% | -21.6% | +21.4% | -0.2% |
| 3M | +11.4% | -67.4% | +78.7% | +10.5% |
| 6M | +88.7% | -99.4% | +188.1% | +81.6% |
| YTD | +78.9% | -99.7% | +178.7% | +73.4% |
| 1Y | +58.8% | -99.9% | +158.7% | +54.9% |
| 3Y | +153.5% | -100.0% | +253.5% | +153.5% |
| 5Y | +136.7% | -100.0% | +236.7% | +137.1% |
| All | +358.3% | -100.0% | +458.3% | +407.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ZCMD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling