+114.2%
NTAP vs VT
+57.4%
+56.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +1.0% |
| 7D | -5.0% | +0.4% | -5.3% | -5.1% |
| 30D | -25.8% | -2.6% | -23.2% | -23.0% |
| 3M | -6.9% | -3.2% | -3.7% | -2.7% |
| 6M | +50.0% | +0.9% | +49.1% | +49.5% |
| YTD | +66.9% | +11.3% | +55.6% | +48.3% |
| 1Y | +58.3% | +14.0% | +44.3% | +36.7% |
| 3Y | +145.1% | +75.8% | +69.3% | +33.2% |
| 5Y | +114.2% | +57.8% | +56.4% | +29.3% |
| All | +114.2% | +57.4% | +56.8% | +29.3% |
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