+344.9%
NTAP vs ZCMD
-100.0%
+444.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -1.0% | -2.0% | +1.1% | -1.0% |
| 30D | -7.5% | -19.8% | +12.3% | -7.5% |
| 3M | +14.6% | -62.1% | +76.7% | +13.9% |
| 6M | +91.0% | -99.5% | +190.5% | +84.1% |
| YTD | +73.7% | -99.7% | +173.4% | +68.3% |
| 1Y | +51.2% | -99.9% | +151.1% | +47.5% |
| 3Y | +146.1% | -100.0% | +246.1% | +146.1% |
| 5Y | +122.8% | -100.0% | +222.8% | +123.5% |
| All | +344.9% | -100.0% | +444.9% | +392.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling