+444.2%
V vs NTAP
+608.6%
-164.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.2% |
| 7D | -0.8% | -5.0% | +4.2% | +0.4% |
| 30D | +9.5% | -25.8% | +35.3% | +17.6% |
| 3M | +16.7% | -6.9% | +23.6% | +17.3% |
| 6M | +32.9% | +50.0% | -17.1% | +14.1% |
| YTD | +21.1% | +66.9% | -45.8% | -0.2% |
| 1Y | +26.6% | +58.3% | -31.6% | +5.9% |
| 3Y | +78.4% | +145.1% | -66.8% | +22.1% |
| 5Y | +105.5% | +114.2% | -8.7% | +44.8% |
| 10Y | +444.2% | +576.6% | -132.3% | +165.4% |
| All | +444.2% | +608.6% | -164.3% | +165.4% |
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