+135.6%
NTAP vs VLTO
+69.5%
+66.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -15.1% | +5.4% | -20.4% | -16.3% |
| 30D | -28.1% | +22.3% | -50.4% | -32.6% |
| 3M | -11.4% | +19.6% | -31.1% | -16.5% |
| 6M | +52.2% | +35.2% | +17.1% | +35.8% |
| YTD | +60.4% | +17.9% | +42.6% | +52.5% |
| 1Y | +51.0% | +19.5% | +31.5% | +42.2% |
| 3Y | +135.6% | +73.9% | +61.6% | +89.8% |
| All | +135.6% | +69.5% | +66.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling