+625.8%
NTAP vs VYM
+209.2%
+416.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.9% | +7.7% |
| 7D | +7.4% | -0.8% | +8.2% | +8.5% |
| 30D | -1.4% | -2.2% | +0.9% | +1.5% |
| 3M | +24.6% | +3.1% | +21.5% | +20.2% |
| 6M | +105.9% | +9.7% | +96.2% | +84.4% |
| YTD | +88.5% | +14.9% | +73.6% | +60.1% |
| 1Y | +62.1% | +17.6% | +44.5% | +34.1% |
| 3Y | +169.1% | +65.3% | +103.7% | +48.4% |
| 5Y | +141.9% | +78.7% | +63.2% | +22.0% |
| All | +625.8% | +209.2% | +416.6% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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