+1,046.9%
NTAP vs VT
+374.2%
+672.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.2% |
| 30D | -0.5% | +1.0% | -1.5% | -1.6% |
| 3M | +4.1% | +2.4% | +1.7% | +1.6% |
| 6M | +88.0% | +12.0% | +76.0% | +66.1% |
| YTD | +75.6% | +15.3% | +60.2% | +50.9% |
| 1Y | +58.9% | +22.6% | +36.3% | +28.3% |
| 3Y | +153.6% | +74.7% | +78.9% | +43.1% |
| 5Y | +127.6% | +66.1% | +61.5% | +35.7% |
| 10Y | +580.4% | +225.0% | +355.4% | +113.1% |
| All | +1,046.9% | +374.2% | +672.7% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling