+562.2%
NTAP vs VIG
+262.6%
+299.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.2% | +3.5% | +3.7% | +2.8% |
| 30D | -18.4% | +4.9% | -23.3% | -22.9% |
| 3M | -11.3% | +2.5% | -13.8% | -13.8% |
| 6M | +53.8% | +11.0% | +42.7% | +35.8% |
| YTD | +72.0% | +16.0% | +56.0% | +44.3% |
| 1Y | +68.0% | +17.5% | +50.5% | +38.8% |
| 3Y | +149.5% | +67.0% | +82.5% | +36.6% |
| 5Y | +125.6% | +64.8% | +60.8% | +25.9% |
| All | +562.2% | +262.6% | +299.6% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling