-50.2%
VG vs NTAP
+43.5%
-93.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.7% | +1.0% |
| 7D | -8.3% | -5.0% | -3.4% | -6.9% |
| 30D | -10.3% | -25.8% | +15.4% | -2.0% |
| 3M | -10.8% | -6.9% | -3.9% | -9.2% |
| 6M | +3.5% | +50.0% | -46.5% | -14.6% |
| YTD | +74.0% | +66.9% | +7.0% | +33.2% |
| 1Y | +48.9% | +58.3% | -9.4% | +17.7% |
| All | -50.2% | +43.5% | -93.7% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling