-26.7%
ZTS vs NTAP
+66.6%
-93.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +7.4% |
| 7D | +15.4% | -16.1% | +31.5% | +15.3% |
| 30D | +25.8% | -15.9% | +41.7% | +25.6% |
| 3M | +18.1% | -1.2% | +19.3% | +17.1% |
| 6M | -19.7% | +70.1% | -89.8% | -24.1% |
| YTD | -27.5% | +77.9% | -105.4% | -32.5% |
| 1Y | -26.7% | +68.1% | -94.8% | -31.2% |
| All | -26.7% | +66.6% | -93.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling