+58.9%
NTAP vs VMC
-8.5%
+67.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.8% | -4.3% | +3.6% | +0.1% |
| 30D | -0.5% | -8.2% | +7.7% | +1.1% |
| 3M | +4.1% | -7.0% | +11.1% | +5.2% |
| 6M | +88.0% | -10.8% | +98.7% | +91.0% |
| YTD | +75.6% | -7.4% | +83.0% | +75.0% |
| 1Y | +58.9% | -9.5% | +68.4% | +60.8% |
| All | +58.9% | -8.5% | +67.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling