+384.8%
V vs NTAP
+581.2%
-196.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -2.9% | +2.2% | -5.1% | -3.5% |
| 30D | +1.9% | -7.0% | +8.9% | +3.8% |
| 3M | +13.2% | +12.3% | +0.9% | +8.8% |
| 6M | +16.7% | +85.1% | -68.4% | -5.1% |
| YTD | +5.4% | +74.8% | -69.4% | -13.2% |
| 1Y | +7.7% | +52.7% | -45.0% | -7.8% |
| 3Y | +52.0% | +147.7% | -95.7% | +5.3% |
| 5Y | +67.7% | +124.8% | -57.1% | +18.1% |
| 10Y | +384.8% | +589.7% | -205.0% | +129.7% |
| All | +384.8% | +581.2% | -196.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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