+127.9%
NTAP vs VMC
+42.8%
+85.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.3% |
| 7D | +7.2% | -1.3% | +8.5% | +7.7% |
| 30D | -18.4% | +15.5% | -33.8% | -23.5% |
| 3M | -11.3% | +0.6% | -11.9% | -12.0% |
| 6M | +53.8% | +2.1% | +51.7% | +50.6% |
| YTD | +72.0% | -1.6% | +73.5% | +69.1% |
| 1Y | +68.0% | -1.2% | +69.2% | +64.9% |
| 3Y | +149.5% | +35.3% | +114.2% | +103.5% |
| All | +127.9% | +42.8% | +85.1% | +71.8% |
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