+170.2%
VEA vs NTAP
+732.5%
-562.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.1% |
| 7D | +0.3% | +2.2% | -1.9% | -0.4% |
| 30D | +0.4% | -7.0% | +7.5% | +2.6% |
| 3M | +4.8% | +12.3% | -7.5% | +0.5% |
| 6M | +11.3% | +85.1% | -73.9% | -10.6% |
| YTD | +17.4% | +74.8% | -57.4% | -4.4% |
| 1Y | +26.2% | +52.7% | -26.5% | +7.1% |
| 3Y | +77.7% | +147.7% | -69.9% | +23.7% |
| 5Y | +60.9% | +124.8% | -63.9% | +13.6% |
| 10Y | +163.6% | +589.7% | -426.1% | +13.1% |
| All | +170.2% | +732.5% | -562.3% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling