+149.5%
NTAP vs VCLT
+14.4%
+135.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +7.2% | -2.3% | +9.5% | +8.5% |
| 30D | -18.4% | +0.8% | -19.1% | -18.8% |
| 3M | -11.3% | -2.7% | -8.7% | -10.0% |
| 6M | +53.8% | -4.3% | +58.1% | +57.7% |
| YTD | +72.0% | -4.3% | +76.3% | +76.5% |
| 1Y | +68.0% | -4.4% | +72.4% | +72.4% |
| 3Y | +149.5% | +13.8% | +135.7% | +120.9% |
| All | +149.5% | +14.4% | +135.1% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling