+568.7%
NTAP vs VIG
+247.5%
+321.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | 0.0% |
| 7D | -1.0% | -2.2% | +1.3% | +1.8% |
| 30D | -7.5% | -3.2% | -4.3% | -3.7% |
| 3M | +14.6% | +3.0% | +11.6% | +10.4% |
| 6M | +91.0% | +8.1% | +82.9% | +73.6% |
| YTD | +73.7% | +9.1% | +64.6% | +56.8% |
| 1Y | +51.2% | +12.6% | +38.7% | +31.6% |
| 3Y | +146.1% | +55.4% | +90.7% | +46.5% |
| 5Y | +122.8% | +62.8% | +60.1% | +25.8% |
| All | +568.7% | +247.5% | +321.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling