+625.8%
NTAP vs VTRS
-48.4%
+674.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.3% |
| 7D | +7.4% | -2.2% | +9.6% | +8.1% |
| 30D | -1.4% | +3.3% | -4.7% | -2.4% |
| 3M | +24.6% | +2.0% | +22.6% | +23.2% |
| 6M | +105.9% | +19.9% | +85.9% | +93.4% |
| YTD | +88.5% | +35.7% | +52.8% | +70.5% |
| 1Y | +62.1% | +68.1% | -6.0% | +37.1% |
| 3Y | +169.1% | +87.1% | +82.0% | +114.4% |
| 5Y | +141.9% | +47.6% | +94.2% | +101.1% |
| All | +625.8% | -48.4% | +674.1% | +612.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling