+233.0%
NTAP vs ROIV
+292.3%
-59.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -7.8% | +14.3% | -22.0% | -8.9% |
| 30D | -25.8% | +16.2% | -42.0% | -26.8% |
| 3M | -11.2% | +15.1% | -26.4% | -12.6% |
| 6M | +49.9% | +44.2% | +5.7% | +44.4% |
| YTD | +66.9% | +89.8% | -22.9% | +56.2% |
| 1Y | +58.8% | +94.6% | -35.7% | +48.2% |
| 3Y | +140.8% | +367.5% | -226.7% | +107.6% |
| 5Y | +115.0% | +421.4% | -306.4% | +71.8% |
| All | +233.0% | +292.3% | -59.3% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling