+68.0%
NTAP vs VSH
+92.4%
-24.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -1.5% |
| 7D | +7.2% | +14.3% | -7.1% | +3.4% |
| 30D | -18.4% | -7.9% | -10.5% | -17.1% |
| 3M | -11.3% | -19.9% | +8.5% | -7.7% |
| 6M | +53.8% | -30.5% | +84.3% | +59.2% |
| YTD | +72.0% | +85.7% | -13.7% | +36.0% |
| 1Y | +68.0% | +98.9% | -30.9% | +29.0% |
| All | +68.0% | +92.4% | -24.4% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling