+87.8%
ZTS vs NTAP
+583.1%
-495.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.6% |
| 7D | +5.6% | +7.2% | -1.6% | +4.1% |
| 30D | +12.1% | -18.4% | +30.5% | +16.3% |
| 3M | +11.3% | -11.3% | +22.6% | +12.9% |
| 6M | +14.3% | +53.8% | -39.5% | +1.1% |
| YTD | -31.9% | +72.0% | -103.8% | -41.8% |
| 1Y | -29.3% | +68.0% | -97.3% | -39.2% |
| 3Y | -48.0% | +149.5% | -197.5% | -61.2% |
| 5Y | -58.9% | +125.6% | -184.5% | -69.0% |
| All | +87.8% | +583.1% | -495.4% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling