+127.9%
NTAP vs ZCMD
-100.0%
+227.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.6% |
| 7D | +7.2% | -7.7% | +14.9% | +7.1% |
| 30D | -18.4% | -34.8% | +16.4% | -18.6% |
| 3M | -11.3% | -56.3% | +45.0% | -11.7% |
| 6M | +53.8% | -99.7% | +153.4% | +42.4% |
| YTD | +72.0% | -99.9% | +171.8% | +58.7% |
| 1Y | +68.0% | -99.9% | +167.9% | +54.9% |
| 3Y | +149.5% | -100.0% | +249.5% | +122.4% |
| All | +127.9% | -100.0% | +227.9% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling