+589.7%
NTAP vs VT
+224.4%
+365.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +2.9% | +2.7% |
| 7D | -2.4% | -0.7% | -1.7% | -1.3% |
| 30D | -23.4% | -1.7% | -21.7% | -21.3% |
| 3M | -7.5% | -2.3% | -5.2% | -4.3% |
| 6M | +56.4% | +1.5% | +54.8% | +54.7% |
| YTD | +73.6% | +12.0% | +61.6% | +52.3% |
| 1Y | +68.4% | +12.9% | +55.5% | +46.5% |
| 3Y | +150.6% | +74.9% | +75.6% | +31.6% |
| 5Y | +122.5% | +59.9% | +62.5% | +30.1% |
| 10Y | +589.7% | +224.6% | +365.1% | +73.6% |
| All | +589.7% | +224.4% | +365.4% | +73.6% |
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