+185.2%
NTAP vs VSXY
+37.5%
+147.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.1% | +5.5% | +8.2% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -1.4% | -18.7% | +17.3% | +0.7% |
| 3M | +24.6% | -4.0% | +28.5% | +24.5% |
| 6M | +105.9% | +67.5% | +38.4% | +88.1% |
| YTD | +88.5% | +39.7% | +48.9% | +75.3% |
| 1Y | +62.1% | +180.0% | -117.9% | +34.4% |
| 3Y | +169.1% | +337.3% | -168.2% | +96.2% |
| 5Y | +141.9% | +22.7% | +119.2% | +106.4% |
| All | +185.2% | +37.5% | +147.6% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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