+135.8%
NTAP vs VT
+69.4%
+66.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.1% | -5.7% | -4.3% |
| 7D | -22.5% | -4.2% | -18.3% | -17.6% |
| 30D | -25.7% | -5.8% | -19.9% | -19.1% |
| 3M | -9.0% | -5.2% | -3.8% | -1.8% |
| 6M | +49.2% | +0.1% | +49.1% | +50.1% |
| YTD | +60.6% | +8.2% | +52.4% | +45.7% |
| 1Y | +48.7% | +10.1% | +38.5% | +31.7% |
| All | +135.8% | +69.4% | +66.5% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling