-62.4%
ZTS vs NTAP
+129.9%
-192.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -3.8% | +2.2% | -6.0% | -4.2% |
| 30D | -2.0% | -7.0% | +5.0% | -0.8% |
| 3M | -10.2% | +12.3% | -22.5% | -12.5% |
| 6M | -39.4% | +85.1% | -124.5% | -47.8% |
| YTD | -40.8% | +74.8% | -115.6% | -48.5% |
| 1Y | -50.1% | +52.7% | -102.8% | -55.2% |
| 3Y | -58.9% | +147.7% | -206.5% | -69.6% |
| 5Y | -62.4% | +124.8% | -187.1% | -72.7% |
| All | -62.4% | +129.9% | -192.3% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling