+735.4%
NTAP vs VTEB
+26.0%
+709.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | +2.2% | -0.7% | +2.9% | +2.6% |
| 30D | -7.0% | -2.1% | -5.0% | -5.9% |
| 3M | +12.3% | -2.7% | +15.0% | +14.1% |
| 6M | +85.1% | -2.1% | +87.2% | +87.6% |
| YTD | +74.8% | -1.1% | +75.9% | +76.1% |
| 1Y | +52.7% | +1.3% | +51.3% | +51.7% |
| 3Y | +147.7% | +9.0% | +138.7% | +135.6% |
| 5Y | +124.8% | +1.5% | +123.3% | +120.9% |
| 10Y | +589.7% | +18.5% | +571.2% | +675.4% |
| All | +735.4% | +26.0% | +709.5% | +1,058.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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