+579.4%
NTAP vs VCIT
+31.2%
+548.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.1% |
| 7D | +9.9% | -1.4% | +11.2% | +11.0% |
| 30D | -22.1% | +0.8% | -22.9% | -22.7% |
| 3M | -7.7% | -1.7% | -6.0% | -6.6% |
| 6M | +60.9% | -2.1% | +63.0% | +63.4% |
| YTD | +76.4% | -2.0% | +78.5% | +79.1% |
| 1Y | +69.3% | -1.5% | +70.8% | +71.2% |
| 3Y | +154.6% | +19.0% | +135.7% | +124.1% |
| 5Y | +131.4% | +3.8% | +127.7% | +121.0% |
| All | +579.4% | +31.2% | +548.2% | +619.1% |
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