+68.1%
NTAP vs VTRS
+90.6%
-22.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -16.1% | +2.4% | -18.5% | -16.3% |
| 30D | -15.9% | +9.1% | -25.0% | -16.7% |
| 3M | -1.2% | +9.4% | -10.6% | -2.2% |
| 6M | +70.1% | +28.3% | +41.7% | +61.7% |
| YTD | +77.9% | +58.0% | +19.9% | +61.3% |
| 1Y | +68.1% | +89.7% | -21.6% | +49.5% |
| All | +68.1% | +90.6% | -22.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling