+124.2%
NTAP vs VIAV
+139.2%
-15.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +2.2% | +13.6% | -11.4% | -0.8% |
| 30D | -7.0% | +5.3% | -12.4% | -8.6% |
| 3M | +12.3% | -15.6% | +27.9% | +14.5% |
| 6M | +85.1% | +34.0% | +51.1% | +64.8% |
| YTD | +74.8% | +119.9% | -45.1% | +32.4% |
| 1Y | +52.7% | +235.2% | -182.5% | +0.5% |
| 3Y | +147.7% | +299.8% | -152.1% | +50.4% |
| All | +124.2% | +139.2% | -15.0% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling