+124.8%
NTAP vs VSH
+67.3%
+57.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +2.2% | +3.5% | -1.3% | +1.0% |
| 30D | -7.0% | -4.4% | -2.7% | -6.0% |
| 3M | +12.3% | -45.8% | +58.1% | +33.3% |
| 6M | +85.1% | +90.1% | -5.0% | +34.4% |
| YTD | +74.8% | +120.3% | -45.6% | +18.4% |
| 1Y | +52.7% | +112.2% | -59.6% | +4.0% |
| 3Y | +147.7% | +36.6% | +111.1% | +92.7% |
| 5Y | +124.8% | +67.0% | +57.8% | +50.3% |
| All | +124.8% | +67.3% | +57.5% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling