+570.8%
NTAP vs VT
+217.6%
+353.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.5% |
| 7D | -7.8% | -0.1% | -7.6% | -7.4% |
| 30D | -25.8% | -3.1% | -22.7% | -22.5% |
| 3M | -11.2% | -3.5% | -7.7% | -6.8% |
| 6M | +49.9% | +0.5% | +49.5% | +50.1% |
| YTD | +66.9% | +10.8% | +56.1% | +48.4% |
| 1Y | +58.8% | +11.9% | +46.9% | +39.6% |
| 3Y | +140.8% | +73.0% | +67.9% | +28.2% |
| 5Y | +115.0% | +58.6% | +56.4% | +27.0% |
| 10Y | +570.8% | +219.2% | +351.6% | +76.6% |
| All | +570.8% | +217.6% | +353.1% | +76.6% |
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