+601.7%
NTAP vs VIG
+655.8%
-54.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.1% |
| 7D | -2.4% | -0.3% | -2.1% | -1.7% |
| 30D | -23.4% | +4.9% | -28.4% | -27.8% |
| 3M | -7.5% | +2.9% | -10.5% | -10.7% |
| 6M | +56.4% | +11.2% | +45.1% | +37.4% |
| YTD | +73.6% | +16.0% | +57.6% | +45.1% |
| 1Y | +68.4% | +17.0% | +51.4% | +39.4% |
| 3Y | +150.6% | +66.9% | +83.7% | +34.7% |
| 5Y | +122.5% | +65.8% | +56.6% | +20.6% |
| 10Y | +589.7% | +263.6% | +326.1% | +41.8% |
| All | +601.7% | +655.8% | -54.2% | -45.1% |
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