+19,691.7%
NTAP vs VSH
+250.7%
+19,441.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -2.0% |
| 7D | -0.8% | +4.1% | -4.8% | -2.8% |
| 30D | -0.5% | -4.2% | +3.6% | +0.4% |
| 3M | +4.1% | -50.0% | +54.0% | +37.6% |
| 6M | +88.0% | +80.2% | +7.8% | +26.0% |
| YTD | +75.6% | +121.1% | -45.5% | +4.8% |
| 1Y | +58.9% | +112.0% | -53.1% | -4.3% |
| 3Y | +153.6% | +22.5% | +131.0% | +85.8% |
| 5Y | +127.6% | +64.0% | +63.6% | +39.5% |
| 10Y | +580.4% | +170.4% | +410.0% | +194.8% |
| All | +19,691.7% | +250.7% | +19,441.0% | +5,422.0% |
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 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