+609.5%
NTAP vs VIG
+623.5%
-14.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | -0.8% | -0.4% | -0.3% | -0.2% |
| 30D | -0.5% | -1.0% | +0.4% | +0.7% |
| 3M | +4.1% | +2.8% | +1.3% | +0.7% |
| 6M | +88.0% | +8.2% | +79.8% | +70.4% |
| YTD | +75.6% | +11.0% | +64.6% | +54.7% |
| 1Y | +58.9% | +16.1% | +42.8% | +32.6% |
| 3Y | +153.6% | +56.2% | +97.4% | +47.7% |
| 5Y | +127.6% | +63.0% | +64.7% | +25.9% |
| 10Y | +580.4% | +241.4% | +339.0% | +51.3% |
| All | +609.5% | +623.5% | -14.0% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling