+594.9%
NTAP vs VIG
+655.8%
-60.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.0% |
| 3M | -11.3% | +2.5% | -13.8% | -13.9% |
| 6M | +53.8% | +11.0% | +42.7% | +35.4% |
| YTD | +72.0% | +16.0% | +56.0% | +43.8% |
| 1Y | +68.0% | +17.5% | +50.5% | +38.2% |
| 3Y | +149.5% | +67.0% | +82.5% | +34.0% |
| 5Y | +125.6% | +64.8% | +60.8% | +23.3% |
| 10Y | +583.1% | +263.6% | +319.5% | +40.4% |
| All | +594.9% | +655.8% | -60.8% | -45.7% |
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 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