+253.6%
NTAP vs ZS
+599.9%
-346.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +7.2% | -2.6% | +9.8% | +7.7% |
| 30D | -18.4% | -12.8% | -5.5% | -16.3% |
| 3M | -11.3% | +2.3% | -13.6% | -12.1% |
| 6M | +53.8% | +26.3% | +27.5% | +44.7% |
| YTD | +72.0% | -14.4% | +86.4% | +71.0% |
| 1Y | +68.0% | -37.6% | +105.7% | +75.9% |
| 3Y | +149.5% | +8.0% | +141.5% | +134.4% |
| 5Y | +125.6% | -44.9% | +170.5% | +119.3% |
| All | +253.6% | +599.9% | -346.3% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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