+935.3%
NTAP vs VO
+797.8%
+137.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -15.1% | -2.6% | -12.5% | -12.5% |
| 30D | -28.1% | -0.9% | -27.1% | -27.1% |
| 3M | -11.4% | -3.0% | -8.4% | -8.1% |
| 6M | +52.2% | +2.2% | +50.0% | +49.6% |
| YTD | +60.4% | +10.6% | +49.9% | +45.2% |
| 1Y | +51.0% | +12.5% | +38.5% | +34.2% |
| 3Y | +135.6% | +61.4% | +74.2% | +43.7% |
| 5Y | +107.5% | +33.4% | +74.1% | +53.7% |
| 10Y | +608.6% | +201.5% | +407.1% | +121.8% |
| All | +935.3% | +797.8% | +137.5% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling