+122.8%
NTAP vs VIVK
-100.0%
+222.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | -1.0% | -9.5% | +8.5% | -0.9% |
| 30D | -7.5% | -35.1% | +27.6% | -7.1% |
| 3M | +14.6% | -93.4% | +108.0% | +17.0% |
| 6M | +91.0% | -98.0% | +189.0% | +96.1% |
| YTD | +73.7% | -97.9% | +171.5% | +77.1% |
| 1Y | +51.2% | -100.0% | +151.2% | +58.2% |
| 3Y | +146.1% | -100.0% | +246.1% | +155.2% |
| 5Y | +122.8% | -100.0% | +222.8% | +133.9% |
| All | +122.8% | -100.0% | +222.8% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling