+606.1%
NTAP vs VFC
-68.7%
+674.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +3.3% | +0.8% | +2.4% | +3.0% |
| 30D | -0.2% | -11.9% | +11.7% | +3.2% |
| 3M | +11.4% | -20.2% | +31.5% | +17.1% |
| 6M | +88.7% | -23.0% | +111.7% | +98.6% |
| YTD | +78.9% | -26.2% | +105.1% | +90.0% |
| 1Y | +58.8% | -13.3% | +72.1% | +59.3% |
| 3Y | +153.5% | -25.5% | +179.0% | +133.2% |
| 5Y | +136.7% | -78.1% | +214.8% | +255.5% |
| All | +606.1% | -68.7% | +674.8% | +860.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling