+127.9%
NTAP vs VCLT
-16.7%
+144.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +7.2% | -2.3% | +9.5% | +8.3% |
| 30D | -18.4% | +0.8% | -19.1% | -18.7% |
| 3M | -11.3% | -2.7% | -8.7% | -10.3% |
| 6M | +53.8% | -4.3% | +58.1% | +56.8% |
| YTD | +72.0% | -4.3% | +76.3% | +75.4% |
| 1Y | +68.0% | -4.4% | +72.4% | +71.5% |
| 3Y | +149.5% | +13.8% | +135.7% | +135.0% |
| All | +127.9% | -16.7% | +144.6% | +129.3% |
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