+18,710.3%
NTAP vs VFC
+697.1%
+18,013.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -7.8% | +3.5% | -11.2% | -8.9% |
| 30D | -25.8% | +38.3% | -64.1% | -34.7% |
| 3M | -11.2% | +40.2% | -51.4% | -22.4% |
| 6M | +49.9% | +10.6% | +39.3% | +40.4% |
| YTD | +66.9% | +16.7% | +50.1% | +51.3% |
| 1Y | +58.8% | +45.0% | +13.9% | +31.7% |
| 3Y | +140.8% | +48.8% | +92.0% | +63.8% |
| 5Y | +115.0% | -67.6% | +182.6% | +173.2% |
| 10Y | +570.8% | -47.5% | +618.3% | +523.0% |
| All | +18,710.3% | +697.1% | +18,013.2% | +4,951.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling