+160.1%
NTAP vs VSXY
+93.0%
+67.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | +7.2% | -1.7% | +8.9% | +7.4% |
| 30D | -18.4% | +20.1% | -38.5% | -20.1% |
| 3M | -11.3% | +16.6% | -27.9% | -13.2% |
| 6M | +53.8% | +134.9% | -81.2% | +35.4% |
| YTD | +72.0% | +96.0% | -24.0% | +53.5% |
| 1Y | +68.0% | +203.8% | -135.7% | +39.6% |
| 3Y | +149.5% | +465.3% | -315.9% | +77.8% |
| 5Y | +125.6% | +106.3% | +19.3% | +83.2% |
| All | +160.1% | +93.0% | +67.1% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling