-49.4%
VG vs NTAP
+43.4%
-92.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.7% | -7.8% | +0.1% | -5.3% |
| 30D | -8.8% | -25.8% | +17.0% | -0.3% |
| 3M | -15.6% | -11.2% | -4.4% | -12.9% |
| 6M | +5.2% | +49.9% | -44.7% | -13.2% |
| YTD | +76.9% | +66.9% | +10.0% | +35.5% |
| 1Y | +42.5% | +58.8% | -16.3% | +12.3% |
| All | -49.4% | +43.4% | -92.8% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling