+189.6%
NTAP vs ZM
+55.9%
+133.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -0.2% |
| 7D | -0.8% | +2.9% | -3.7% | -1.0% |
| 30D | -0.5% | +0.7% | -1.2% | -0.7% |
| 3M | +4.1% | -3.7% | +7.8% | +4.2% |
| 6M | +88.0% | +29.9% | +58.1% | +83.4% |
| YTD | +75.6% | +17.4% | +58.1% | +72.5% |
| 1Y | +58.9% | +22.4% | +36.5% | +55.5% |
| 3Y | +153.6% | +41.3% | +112.3% | +144.7% |
| 5Y | +127.6% | -66.0% | +193.7% | +116.4% |
| All | +189.6% | +55.9% | +133.7% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling