+67.1%
V vs NTAP
+135.7%
-68.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | -1.1% | +3.3% | -4.3% | -1.7% |
| 30D | +1.9% | -0.2% | +2.1% | +1.8% |
| 3M | +15.5% | +11.4% | +4.1% | +12.6% |
| 6M | +16.6% | +88.7% | -72.1% | -0.8% |
| YTD | +5.7% | +78.9% | -73.2% | -9.2% |
| 1Y | +8.6% | +58.8% | -50.3% | -4.1% |
| 3Y | +52.5% | +153.5% | -101.0% | +8.8% |
| 5Y | +67.1% | +136.7% | -69.6% | +17.9% |
| All | +67.1% | +135.7% | -68.6% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling