+174.6%
ZTS vs NTAP
+595.9%
-421.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | +1.9% | -0.5% | +2.5% | +1.9% |
| 3M | -4.0% | +4.1% | -8.1% | -5.3% |
| 6M | -39.1% | +88.0% | -127.1% | -48.0% |
| YTD | -38.8% | +75.6% | -114.4% | -47.0% |
| 1Y | -49.6% | +58.9% | -108.5% | -55.4% |
| 3Y | -59.0% | +153.6% | -212.5% | -68.6% |
| 5Y | -61.8% | +127.6% | -189.4% | -70.4% |
| 10Y | +61.4% | +580.4% | -518.9% | -6.8% |
| All | +174.6% | +595.9% | -421.3% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling