+149.4%
NTAP vs ZM
+34.4%
+115.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | -7.0% | -10.3% | +3.2% | -4.7% |
| 3M | +12.3% | -0.7% | +13.0% | +11.7% |
| 6M | +85.1% | +24.8% | +60.3% | +73.0% |
| YTD | +74.8% | +11.5% | +63.3% | +67.3% |
| 1Y | +52.7% | +12.3% | +40.3% | +45.6% |
| All | +149.4% | +34.4% | +115.1% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling