+122.8%
NTAP vs ITOT
+71.8%
+51.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.1% |
| 7D | -1.0% | -2.0% | +1.1% | +1.3% |
| 30D | -7.5% | -2.0% | -5.5% | -5.5% |
| 3M | +14.6% | +4.5% | +10.1% | +9.2% |
| 6M | +91.0% | +12.6% | +78.4% | +67.7% |
| YTD | +73.7% | +12.0% | +61.7% | +54.0% |
| 1Y | +51.2% | +17.3% | +34.0% | +27.8% |
| 3Y | +146.1% | +75.2% | +70.9% | +39.5% |
| 5Y | +122.8% | +74.0% | +48.8% | +26.5% |
| All | +122.8% | +71.8% | +51.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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