+161.1%
VEA vs NTAP
+650.8%
-489.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.5% | -7.5% | -1.0% |
| 7D | -1.5% | +7.4% | -8.8% | -3.2% |
| 30D | -0.8% | -1.4% | +0.5% | -0.7% |
| 3M | +2.5% | +24.6% | -22.1% | -3.4% |
| 6M | +11.1% | +105.9% | -94.8% | -8.9% |
| YTD | +17.2% | +88.5% | -71.4% | -2.2% |
| 1Y | +24.5% | +62.1% | -37.6% | +7.9% |
| 3Y | +75.4% | +169.1% | -93.6% | +28.3% |
| 5Y | +61.1% | +141.9% | -80.8% | +19.2% |
| All | +161.1% | +650.8% | -489.7% | +42.7% |
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