+1,092.0%
NTAP vs ITOT
+891.2%
+200.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.6% |
| 7D | +3.3% | +0.7% | +2.6% | +2.5% |
| 30D | -0.2% | -1.1% | +0.9% | +1.1% |
| 3M | +11.4% | +3.9% | +7.5% | +6.5% |
| 6M | +88.7% | +14.7% | +73.9% | +60.4% |
| YTD | +78.9% | +13.3% | +65.6% | +54.9% |
| 1Y | +58.8% | +19.1% | +39.7% | +29.8% |
| 3Y | +153.5% | +77.3% | +76.2% | +31.2% |
| 5Y | +136.7% | +74.1% | +62.7% | +24.1% |
| 10Y | +590.2% | +293.1% | +297.1% | +39.9% |
| All | +1,092.0% | +891.2% | +200.8% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling