+720.7%
NTAP vs VCLT
+103.4%
+617.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -0.5% | -0.9% | +0.3% | -0.5% |
| 3M | +4.1% | -3.2% | +7.3% | +4.5% |
| 6M | +88.0% | -3.8% | +91.8% | +88.8% |
| YTD | +75.6% | -2.0% | +77.6% | +76.0% |
| 1Y | +58.9% | -0.8% | +59.7% | +59.1% |
| 3Y | +153.6% | +12.3% | +141.3% | +151.3% |
| 5Y | +127.6% | -15.4% | +143.1% | +121.3% |
| 10Y | +580.4% | +15.7% | +564.6% | +623.1% |
| All | +720.7% | +103.4% | +617.2% | +1,234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling