+165.6%
NTAP vs VSXY
+37.4%
+128.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.2% |
| 7D | -0.8% | -14.0% | +13.2% | +0.8% |
| 30D | -0.5% | -15.9% | +15.4% | +1.1% |
| 3M | +4.1% | +3.4% | +0.7% | +3.1% |
| 6M | +88.0% | +25.9% | +62.0% | +78.4% |
| YTD | +75.6% | +39.5% | +36.1% | +63.2% |
| 1Y | +58.9% | +194.4% | -135.4% | +30.7% |
| 3Y | +153.6% | +281.4% | -127.9% | +88.7% |
| 5Y | +127.6% | +12.8% | +114.9% | +95.0% |
| All | +165.6% | +37.4% | +128.2% | +121.0% |
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