+115.0%
NTAP vs VCIT
+3.3%
+111.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.5% |
| 7D | -7.8% | +0.1% | -7.9% | -7.9% |
| 30D | -25.8% | +1.1% | -26.9% | -26.5% |
| 3M | -11.2% | -1.4% | -9.9% | -10.3% |
| 6M | +49.9% | -2.3% | +52.3% | +52.9% |
| YTD | +66.9% | -1.8% | +68.7% | +69.4% |
| 1Y | +58.8% | -1.0% | +59.8% | +60.2% |
| 3Y | +140.8% | +19.3% | +121.6% | +108.7% |
| 5Y | +115.0% | +3.8% | +111.2% | +92.9% |
| All | +115.0% | +3.3% | +111.7% | +92.9% |
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