+153.5%
NTAP vs VIG
+57.1%
+96.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +3.0% |
| 7D | +3.3% | -0.4% | +3.7% | +3.8% |
| 30D | -0.2% | -2.1% | +1.9% | +2.7% |
| 3M | +11.4% | +3.3% | +8.0% | +6.3% |
| 6M | +88.7% | +9.3% | +79.4% | +66.9% |
| YTD | +78.9% | +10.1% | +68.8% | +57.4% |
| 1Y | +58.8% | +14.7% | +44.1% | +32.4% |
| 3Y | +153.5% | +56.9% | +96.6% | +47.7% |
| All | +153.5% | +57.1% | +96.5% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling