+531.7%
NTAP vs VYM
+487.3%
+44.4%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | +2.2% | -1.0% | +3.2% | +3.4% |
| 30D | -7.0% | -2.0% | -5.0% | -4.8% |
| 3M | +12.3% | +3.1% | +9.2% | +8.6% |
| 6M | +85.1% | +8.9% | +76.2% | +68.2% |
| YTD | +74.8% | +14.7% | +60.0% | +49.9% |
| 1Y | +52.7% | +19.4% | +33.3% | +25.2% |
| 3Y | +147.7% | +65.4% | +82.3% | +40.7% |
| 5Y | +124.8% | +77.6% | +47.2% | +18.5% |
| 10Y | +589.7% | +207.8% | +381.9% | +101.6% |
| All | +531.7% | +487.3% | +44.4% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling