+625.8%
NTAP vs VIAV
+419.4%
+206.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +7.4% |
| 7D | +7.4% | +11.2% | -3.8% | +3.8% |
| 30D | -1.4% | -10.1% | +8.7% | +1.3% |
| 3M | +24.6% | -22.9% | +47.4% | +31.6% |
| 6M | +105.9% | +28.8% | +77.1% | +77.6% |
| YTD | +88.5% | +117.5% | -28.9% | +30.5% |
| 1Y | +62.1% | +216.1% | -154.0% | -4.3% |
| 3Y | +169.1% | +292.2% | -123.2% | +39.6% |
| 5Y | +141.9% | +141.0% | +0.9% | +50.6% |
| All | +625.8% | +419.4% | +206.3% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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