+124.8%
NTAP vs ZCMD
-100.0%
+224.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.3% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | -7.0% | -22.7% | +15.7% | -7.1% |
| 3M | +12.3% | -62.5% | +74.8% | +11.8% |
| 6M | +85.1% | -99.5% | +184.6% | +72.1% |
| YTD | +74.8% | -99.7% | +174.5% | +62.2% |
| 1Y | +52.7% | -99.9% | +152.6% | +41.2% |
| 3Y | +147.7% | -100.0% | +247.6% | +121.7% |
| 5Y | +124.8% | -100.0% | +224.8% | +100.8% |
| All | +124.8% | -100.0% | +224.8% | +100.8% |
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