+562.2%
NTAP vs VFC
-48.6%
+610.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.8% | -3.4% |
| 7D | +7.2% | +1.6% | +5.6% | +6.7% |
| 30D | -18.4% | +25.5% | -43.9% | -23.5% |
| 3M | -11.3% | +41.3% | -52.6% | -19.7% |
| 6M | +53.8% | +22.2% | +31.5% | +42.8% |
| YTD | +72.0% | +16.4% | +55.6% | +60.6% |
| 1Y | +68.0% | +38.4% | +29.6% | +48.8% |
| 3Y | +149.5% | +56.2% | +93.3% | +85.5% |
| 5Y | +125.6% | -68.2% | +193.7% | +210.6% |
| All | +562.2% | -48.6% | +610.8% | +698.9% |
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