+562.2%
NTAP vs VO
+197.6%
+364.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.2% | +3.1% | +4.1% | +3.7% |
| 30D | -18.4% | +2.2% | -20.6% | -20.0% |
| 3M | -11.3% | -2.5% | -8.8% | -8.4% |
| 6M | +53.8% | +7.0% | +46.8% | +44.0% |
| YTD | +72.0% | +14.0% | +58.0% | +50.6% |
| 1Y | +68.0% | +15.6% | +52.4% | +45.0% |
| 3Y | +149.5% | +66.2% | +83.3% | +48.4% |
| 5Y | +125.6% | +36.6% | +89.0% | +64.4% |
| All | +562.2% | +197.6% | +364.6% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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