+589.7%
NTAP vs VO
+202.1%
+387.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +2.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.3% |
| 30D | -23.4% | +2.0% | -25.5% | -24.8% |
| 3M | -7.5% | -0.3% | -7.2% | -6.8% |
| 6M | +56.4% | +7.3% | +49.1% | +45.9% |
| YTD | +73.6% | +15.0% | +58.6% | +50.7% |
| 1Y | +68.4% | +14.7% | +53.7% | +46.6% |
| 3Y | +150.6% | +67.3% | +83.3% | +47.9% |
| 5Y | +122.5% | +38.8% | +83.6% | +59.3% |
| 10Y | +589.7% | +201.6% | +388.2% | +103.7% |
| All | +589.7% | +202.1% | +387.6% | +103.7% |
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