+124.8%
NTAP vs ZM
-67.1%
+191.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 3M | +12.3% | -0.7% | +13.0% | +11.8% |
| 6M | +85.1% | +24.8% | +60.3% | +74.2% |
| YTD | +74.8% | +11.5% | +63.3% | +68.0% |
| 1Y | +52.7% | +12.3% | +40.3% | +46.2% |
| 3Y | +147.7% | +33.5% | +114.2% | +124.8% |
| 5Y | +124.8% | -67.5% | +192.3% | +115.1% |
| All | +124.8% | -67.1% | +191.9% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling