+68.1%
NTAP vs VCLT
-3.2%
+71.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.0% |
| 7D | -16.1% | +0.4% | -16.5% | -16.2% |
| 30D | -15.9% | +3.9% | -19.9% | -17.3% |
| 3M | -1.2% | -1.9% | +0.7% | +0.7% |
| 6M | +70.1% | -2.6% | +72.7% | +74.6% |
| YTD | +77.9% | -3.1% | +81.1% | +83.6% |
| 1Y | +68.1% | -3.6% | +71.7% | +73.9% |
| All | +68.1% | -3.2% | +71.4% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling