+153.5%
NTAP vs VMC
+22.8%
+130.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.5% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | -0.2% | -9.1% | +8.9% | +3.0% |
| 3M | +11.4% | -4.1% | +15.5% | +12.1% |
| 6M | +88.7% | -5.5% | +94.2% | +90.2% |
| YTD | +78.9% | -8.9% | +87.8% | +81.6% |
| 1Y | +58.8% | -12.9% | +71.8% | +64.0% |
| 3Y | +153.5% | +22.1% | +131.4% | +125.8% |
| All | +153.5% | +22.8% | +130.7% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling