+18,718.9%
NTAP vs VSH
+192.2%
+18,526.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.4% | -9.4% | -2.5% |
| 7D | -5.0% | +3.5% | -8.4% | -7.2% |
| 30D | -25.8% | -22.4% | -3.3% | -16.9% |
| 3M | -6.9% | -25.2% | +18.3% | +4.8% |
| 6M | +50.0% | -22.5% | +72.5% | +53.6% |
| YTD | +66.9% | +84.2% | -17.3% | +7.2% |
| 1Y | +58.3% | +87.1% | -28.8% | +0.5% |
| 3Y | +145.1% | +31.7% | +113.5% | +70.2% |
| 5Y | +114.2% | +42.6% | +71.6% | +38.4% |
| 10Y | +576.6% | +116.6% | +460.0% | +222.3% |
| All | +18,718.9% | +192.2% | +18,526.7% | +5,551.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling