+589.7%
NTAP vs VMC
+129.3%
+460.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.4% |
| 7D | -2.4% | -4.3% | +1.9% | -0.7% |
| 30D | -23.4% | +16.2% | -39.7% | -27.8% |
| 3M | -7.5% | -0.8% | -6.7% | -7.8% |
| 6M | +56.4% | +1.2% | +55.2% | +54.1% |
| YTD | +73.6% | +0.5% | +73.2% | +70.2% |
| 1Y | +68.4% | -2.9% | +71.3% | +67.2% |
| 3Y | +150.6% | +37.3% | +113.2% | +115.5% |
| 5Y | +122.5% | +48.8% | +73.7% | +82.8% |
| 10Y | +589.7% | +131.4% | +458.3% | +374.0% |
| All | +589.7% | +129.3% | +460.5% | +374.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling