+183.7%
NTAP vs ZM
+53.5%
+130.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.7% |
| 7D | +7.2% | +11.0% | -3.8% | +6.1% |
| 30D | -18.4% | +5.6% | -24.0% | -18.8% |
| 3M | -11.3% | -9.1% | -2.2% | -10.6% |
| 6M | +53.8% | -2.6% | +56.3% | +53.8% |
| YTD | +72.0% | +15.7% | +56.3% | +69.1% |
| 1Y | +68.0% | +18.8% | +49.3% | +64.9% |
| 3Y | +149.5% | +62.2% | +87.3% | +139.1% |
| 5Y | +125.6% | -60.9% | +186.4% | +115.5% |
| All | +183.7% | +53.5% | +130.1% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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