+589.7%
NTAP vs VSH
+141.4%
+448.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.8% | -4.7% | +0.5% |
| 7D | -2.4% | +12.8% | -15.2% | -7.5% |
| 30D | -23.4% | -9.0% | -14.4% | -21.1% |
| 3M | -7.5% | -12.2% | +4.7% | -4.1% |
| 6M | +56.4% | -15.9% | +72.3% | +53.8% |
| YTD | +73.6% | +103.2% | -29.6% | +12.0% |
| 1Y | +68.4% | +108.4% | -40.0% | +7.1% |
| 3Y | +150.6% | +41.6% | +109.0% | +77.1% |
| 5Y | +122.5% | +54.6% | +67.9% | +45.1% |
| 10Y | +589.7% | +138.2% | +451.5% | +238.0% |
| All | +589.7% | +141.4% | +448.3% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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