+153.5%
NTAP vs VCLT
+12.2%
+141.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.3% | +0.3% | +3.0% | +3.1% |
| 30D | -0.2% | -0.6% | +0.4% | +0.1% |
| 3M | +11.4% | -2.2% | +13.6% | +12.8% |
| 6M | +88.7% | -2.9% | +91.6% | +91.9% |
| YTD | +78.9% | -2.1% | +81.0% | +81.1% |
| 1Y | +58.8% | -2.6% | +61.4% | +61.1% |
| 3Y | +153.5% | +12.5% | +141.0% | +134.9% |
| All | +153.5% | +12.2% | +141.3% | +134.9% |
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