+105.6%
NTAP vs VCIT
+3.2%
+102.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.2% |
| 3M | -11.4% | -1.4% | -10.0% | -10.4% |
| 6M | +52.2% | -2.1% | +54.3% | +55.0% |
| YTD | +60.4% | -1.6% | +62.1% | +62.7% |
| 1Y | +51.0% | -0.9% | +51.9% | +52.2% |
| 3Y | +135.6% | +20.0% | +115.6% | +103.2% |
| All | +105.6% | +3.2% | +102.4% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling