+186.5%
NTAP vs ZM
+46.9%
+139.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -1.0% | -2.7% | +1.8% | -0.7% |
| 30D | -7.5% | -10.0% | +2.5% | -6.7% |
| 3M | +14.6% | +1.6% | +13.0% | +14.2% |
| 6M | +91.0% | +25.0% | +66.0% | +87.0% |
| YTD | +73.7% | +10.6% | +63.1% | +71.5% |
| 1Y | +51.2% | +14.0% | +37.3% | +48.9% |
| 3Y | +146.1% | +32.5% | +113.7% | +138.8% |
| 5Y | +122.8% | -68.3% | +191.2% | +112.8% |
| All | +186.5% | +46.9% | +139.7% | +147.2% |
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