+107.8%
NTAP vs VT
+53.2%
+54.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.1% | -5.7% | -4.9% |
| 7D | -22.5% | -4.2% | -18.3% | -18.1% |
| 30D | -25.7% | -5.8% | -19.9% | -19.9% |
| 3M | -9.0% | -5.2% | -3.8% | -2.5% |
| 6M | +49.2% | +0.1% | +49.1% | +50.0% |
| YTD | +60.6% | +8.2% | +52.4% | +47.4% |
| 1Y | +48.7% | +10.1% | +38.5% | +33.8% |
| 3Y | +135.6% | +69.7% | +65.9% | +33.3% |
| 5Y | +107.8% | +53.4% | +54.4% | +29.0% |
| All | +107.8% | +53.2% | +54.6% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling