-46.6%
VG vs NTAP
+49.2%
-95.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +4.2% |
| 7D | +5.5% | -2.4% | +7.9% | +6.2% |
| 30D | -3.6% | -23.4% | +19.9% | +4.4% |
| 3M | -4.0% | -7.5% | +3.5% | -2.2% |
| 6M | +9.4% | +56.4% | -47.0% | -11.0% |
| YTD | +86.6% | +73.6% | +13.0% | +41.2% |
| 1Y | +69.5% | +68.4% | +1.1% | +30.0% |
| All | -46.6% | +49.2% | -95.8% | -64.6% |
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