+201.1%
ZTS vs NTAP
+588.2%
-387.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | -0.7% |
| 7D | -7.4% | -2.4% | -5.0% | -6.9% |
| 30D | +9.9% | -23.4% | +33.3% | +15.3% |
| 3M | +10.3% | -7.5% | +17.9% | +10.9% |
| 6M | +9.2% | +56.4% | -47.2% | -3.3% |
| YTD | -32.9% | +73.6% | -106.5% | -42.4% |
| 1Y | -29.7% | +68.4% | -98.1% | -39.2% |
| 3Y | -49.0% | +150.6% | -199.6% | -61.2% |
| 5Y | -59.3% | +122.5% | -181.7% | -68.6% |
| 10Y | +78.9% | +589.7% | -510.8% | +2.1% |
| All | +201.1% | +588.2% | -387.0% | +71.2% |
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 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