-39.3%
VG vs NTAP
+50.9%
-90.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | +16.0% | -0.5% | +16.6% | +16.3% |
| 3M | +9.7% | +4.1% | +5.7% | +8.1% |
| 6M | +29.6% | +88.0% | -58.4% | -5.1% |
| YTD | +112.0% | +75.6% | +36.4% | +60.7% |
| 1Y | +12.8% | +58.9% | -46.1% | -8.0% |
| All | -39.3% | +50.9% | -90.2% | -59.7% |
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