+147.9%
NTAP vs VYM
+64.0%
+83.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -1.0% | -1.9% | +0.9% | +1.5% |
| 30D | -7.5% | -2.6% | -4.9% | -4.2% |
| 3M | +14.6% | +3.6% | +11.0% | +9.6% |
| 6M | +91.0% | +8.7% | +82.3% | +71.8% |
| YTD | +73.7% | +14.1% | +59.6% | +47.5% |
| 1Y | +51.2% | +17.8% | +33.4% | +23.5% |
| All | +147.9% | +64.0% | +83.9% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling