+131.1%
NTAP vs VFC
-79.1%
+210.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | -0.5% | -11.6% | +11.1% | +1.7% |
| 3M | +4.1% | -18.1% | +22.2% | +7.3% |
| 6M | +88.0% | -27.4% | +115.3% | +97.3% |
| YTD | +75.6% | -24.8% | +100.4% | +82.7% |
| 1Y | +58.9% | -8.2% | +67.1% | +57.8% |
| 3Y | +153.6% | -29.1% | +182.7% | +147.9% |
| All | +131.1% | -79.1% | +210.1% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling