+572.0%
NTAP vs VT
+215.5%
+356.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | -15.1% | -2.3% | -12.7% | -12.4% |
| 30D | -28.1% | -5.0% | -23.1% | -23.1% |
| 3M | -11.4% | -4.9% | -6.6% | -5.4% |
| 6M | +52.2% | -1.5% | +53.8% | +56.1% |
| YTD | +60.4% | +8.5% | +51.9% | +46.2% |
| 1Y | +51.0% | +11.4% | +39.6% | +33.4% |
| 3Y | +135.6% | +70.1% | +65.5% | +27.9% |
| 5Y | +107.5% | +53.7% | +53.8% | +27.2% |
| All | +572.0% | +215.5% | +356.5% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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