+158.3%
NTAP vs VLTO
+57.1%
+101.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.9% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -23.4% | +20.9% | -44.4% | -27.6% |
| 3M | -7.5% | +21.4% | -28.9% | -12.8% |
| 6M | +56.4% | +37.6% | +18.8% | +40.0% |
| YTD | +73.6% | +19.5% | +54.1% | +64.8% |
| 1Y | +68.4% | +22.0% | +46.4% | +58.0% |
| 3Y | +150.6% | +70.7% | +79.9% | +116.2% |
| All | +158.3% | +57.1% | +101.3% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling