+625.8%
NTAP vs VIVK
-100.0%
+725.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -7.4% | +15.9% | +8.6% |
| 7D | +7.4% | -4.4% | +11.7% | +7.4% |
| 30D | -1.4% | -40.8% | +39.4% | -1.1% |
| 3M | +24.6% | -94.1% | +118.7% | +26.1% |
| 6M | +105.9% | -98.2% | +204.1% | +109.0% |
| YTD | +88.5% | -98.0% | +186.5% | +90.7% |
| 1Y | +62.1% | -100.0% | +162.1% | +66.1% |
| 3Y | +169.1% | -100.0% | +269.0% | +174.9% |
| 5Y | +141.9% | -100.0% | +241.9% | +147.4% |
| All | +625.8% | -100.0% | +725.8% | +575.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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