-30.0%
ZTS vs NTAP
+70.2%
-100.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +1.0% | +9.9% | -8.8% | +0.8% |
| 30D | +12.4% | -22.1% | +34.6% | +12.5% |
| 3M | +13.6% | -7.7% | +21.3% | +12.9% |
| 6M | +9.3% | +60.9% | -51.6% | +3.7% |
| YTD | -32.6% | +76.4% | -109.0% | -37.5% |
| 1Y | -30.0% | +69.3% | -99.4% | -35.0% |
| All | -30.0% | +70.2% | -100.3% | -35.0% |
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