+650.7%
NTAP vs VCIT
+96.6%
+554.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.2% | -10.0% | -9.8% |
| 7D | -22.5% | +0.5% | -22.9% | -22.6% |
| 30D | -25.7% | +2.1% | -27.8% | -26.2% |
| 3M | -9.0% | -1.6% | -7.4% | -8.6% |
| 6M | +49.2% | -1.6% | +50.8% | +50.0% |
| YTD | +60.6% | -1.5% | +62.1% | +61.4% |
| 1Y | +48.7% | -0.4% | +49.0% | +48.9% |
| 3Y | +135.6% | +19.6% | +116.0% | +124.6% |
| 5Y | +107.8% | +3.3% | +104.5% | +97.7% |
| 10Y | +609.4% | +28.9% | +580.5% | +640.7% |
| All | +650.7% | +96.6% | +554.0% | +1,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling