+589.7%
NTAP vs VO
+193.0%
+396.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.4% |
| 7D | +2.2% | -0.6% | +2.8% | +2.9% |
| 30D | -7.0% | -1.9% | -5.1% | -5.0% |
| 3M | +12.3% | +3.3% | +9.0% | +8.6% |
| 6M | +85.1% | +9.7% | +75.4% | +67.7% |
| YTD | +74.8% | +12.6% | +62.2% | +54.4% |
| 1Y | +52.7% | +13.6% | +39.0% | +33.8% |
| 3Y | +147.7% | +56.8% | +90.8% | +55.4% |
| 5Y | +124.8% | +42.3% | +82.5% | +55.6% |
| 10Y | +589.7% | +199.2% | +390.5% | +97.1% |
| All | +589.7% | +193.0% | +396.7% | +97.1% |
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