+568.7%
NTAP vs VSAT
+3.1%
+565.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -1.0% | +3.4% | -4.4% | -1.5% |
| 30D | -7.5% | -12.2% | +4.7% | -5.9% |
| 3M | +14.6% | +20.6% | -6.0% | +9.8% |
| 6M | +91.0% | +60.2% | +30.8% | +72.7% |
| YTD | +73.7% | +115.3% | -41.6% | +48.6% |
| 1Y | +51.2% | +154.6% | -103.3% | +24.8% |
| 3Y | +146.1% | +211.2% | -65.0% | +75.6% |
| 5Y | +122.8% | +52.7% | +70.2% | +72.5% |
| All | +568.7% | +3.1% | +565.5% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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