+40.1%
VG vs NTAP
+56.4%
-16.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.7% | +1.9% |
| 7D | -8.3% | -5.0% | -3.4% | -7.8% |
| 30D | -10.3% | -25.8% | +15.4% | -8.5% |
| 3M | -10.8% | -6.9% | -3.9% | -9.5% |
| 6M | +3.5% | +50.0% | -46.5% | +4.4% |
| YTD | +74.0% | +66.9% | +7.0% | +69.1% |
| All | +40.1% | +56.4% | -16.3% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling