+572.0%
NTAP vs VCIT
+28.8%
+543.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -15.1% | +0.1% | -15.2% | -15.1% |
| 30D | -28.1% | +1.9% | -30.0% | -29.1% |
| 3M | -11.4% | -1.4% | -10.0% | -10.6% |
| 6M | +52.2% | -2.1% | +54.3% | +54.7% |
| YTD | +60.4% | -1.6% | +62.1% | +62.4% |
| 1Y | +51.0% | -0.9% | +51.9% | +52.1% |
| 3Y | +135.6% | +20.0% | +115.6% | +106.9% |
| 5Y | +107.5% | +3.1% | +104.4% | +98.7% |
| All | +572.0% | +28.8% | +543.2% | +595.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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