+1,049.5%
NTAP vs VIVK
-100.0%
+1,149.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.7% | +1.9% |
| 7D | +3.3% | +13.1% | -9.8% | +3.2% |
| 30D | -0.2% | -29.7% | +29.5% | -0.2% |
| 3M | +11.4% | -93.0% | +104.4% | +11.5% |
| 6M | +88.7% | -98.0% | +186.6% | +89.0% |
| YTD | +78.9% | -97.8% | +176.7% | +79.2% |
| 1Y | +58.8% | -100.0% | +158.8% | +59.3% |
| 3Y | +153.5% | -100.0% | +253.5% | +154.2% |
| 5Y | +136.7% | -100.0% | +236.7% | +137.4% |
| 10Y | +590.2% | -100.0% | +690.2% | +590.3% |
| All | +1,049.5% | -100.0% | +1,149.5% | +1,059.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling