+136.7%
NTAP vs VMC
+52.4%
+84.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.6% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | -0.2% | -9.1% | +8.9% | +3.7% |
| 3M | +11.4% | -4.1% | +15.5% | +12.4% |
| 6M | +88.7% | -5.5% | +94.2% | +90.8% |
| YTD | +78.9% | -8.9% | +87.8% | +82.6% |
| 1Y | +58.8% | -12.9% | +71.8% | +65.2% |
| 3Y | +153.5% | +22.1% | +131.4% | +118.8% |
| 5Y | +136.7% | +52.7% | +84.0% | +78.8% |
| All | +136.7% | +52.4% | +84.3% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling