+577.1%
NTAP vs VCIT
+29.2%
+547.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | -0.3% | -0.4% | -0.5% |
| 30D | -0.5% | -0.8% | +0.2% | 0.0% |
| 3M | +4.1% | -1.0% | +5.1% | +4.9% |
| 6M | +88.0% | -1.8% | +89.8% | +90.6% |
| YTD | +75.6% | -0.7% | +76.3% | +76.6% |
| 1Y | +58.9% | +1.0% | +57.9% | +57.9% |
| 3Y | +153.6% | +18.8% | +134.7% | +124.0% |
| 5Y | +127.6% | +3.5% | +124.2% | +117.5% |
| All | +577.1% | +29.2% | +547.9% | +613.7% |
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