+124.8%
NTAP vs VEU
+56.2%
+68.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.6% |
| 7D | +2.2% | +0.3% | +1.9% | +1.9% |
| 30D | -7.0% | +0.7% | -7.7% | -7.7% |
| 3M | +12.3% | +4.7% | +7.6% | +7.2% |
| 6M | +85.1% | +11.6% | +73.5% | +64.8% |
| YTD | +74.8% | +16.8% | +58.0% | +48.4% |
| 1Y | +52.7% | +24.9% | +27.8% | +21.1% |
| 3Y | +147.7% | +75.7% | +71.9% | +39.7% |
| 5Y | +124.8% | +56.1% | +68.7% | +43.3% |
| All | +124.8% | +56.2% | +68.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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