+625.8%
NTAP vs VCLT
+17.1%
+608.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +7.4% | -1.4% | +8.7% | +7.9% |
| 30D | -1.4% | -1.2% | -0.2% | -1.0% |
| 3M | +24.6% | -4.8% | +29.3% | +26.8% |
| 6M | +105.9% | -2.6% | +108.5% | +107.9% |
| YTD | +88.5% | -3.3% | +91.9% | +91.0% |
| 1Y | +62.1% | -4.8% | +66.9% | +65.1% |
| 3Y | +169.1% | +11.5% | +157.5% | +158.5% |
| 5Y | +141.9% | -17.0% | +158.8% | +151.4% |
| All | +625.8% | +17.1% | +608.7% | +663.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling