+169.1%
NTAP vs VIAV
+293.0%
-124.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +7.9% |
| 7D | +7.4% | +11.2% | -3.8% | +5.3% |
| 30D | -1.4% | -10.1% | +8.7% | +0.2% |
| 3M | +24.6% | -22.9% | +47.4% | +28.7% |
| 6M | +105.9% | +28.8% | +77.1% | +89.6% |
| YTD | +88.5% | +117.5% | -28.9% | +51.3% |
| 1Y | +62.1% | +216.1% | -154.0% | +17.1% |
| 3Y | +169.1% | +292.2% | -123.2% | +72.2% |
| All | +169.1% | +293.0% | -124.0% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling