+124.8%
NTAP vs VCLT
-15.5%
+140.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | +12.3% | -2.9% | +15.2% | +13.8% |
| 6M | +85.1% | -4.0% | +89.1% | +88.6% |
| YTD | +74.8% | -2.2% | +77.0% | +76.6% |
| 1Y | +52.7% | -2.6% | +55.3% | +54.5% |
| 3Y | +147.7% | +12.3% | +135.4% | +134.9% |
| 5Y | +124.8% | -16.4% | +141.2% | +121.8% |
| All | +124.8% | -15.5% | +140.3% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling