+19,479.5%
NTAP vs VTRS
+130.6%
+19,348.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.0% | -3.3% | +2.3% | 0.0% |
| 30D | -7.5% | +1.4% | -8.9% | -8.0% |
| 3M | +14.6% | +4.6% | +10.0% | +12.4% |
| 6M | +91.0% | +18.1% | +72.9% | +79.8% |
| YTD | +73.7% | +34.7% | +39.0% | +56.9% |
| 1Y | +51.2% | +65.6% | -14.4% | +27.7% |
| 3Y | +146.1% | +83.8% | +62.4% | +96.5% |
| 5Y | +122.8% | +46.5% | +76.4% | +85.4% |
| 10Y | +585.5% | -48.6% | +634.0% | +615.4% |
| All | +19,479.5% | +130.6% | +19,348.9% | +11,499.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling