+800.0%
VGT vs NTAP
+650.8%
+149.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.5% | -7.3% | -2.2% |
| 7D | -0.2% | +7.4% | -7.5% | -3.2% |
| 30D | -0.4% | -1.4% | +0.9% | -0.2% |
| 3M | +4.4% | +24.6% | -20.1% | -5.3% |
| 6M | +32.1% | +105.9% | -73.8% | -4.9% |
| YTD | +28.8% | +88.5% | -59.7% | -4.3% |
| 1Y | +35.3% | +62.1% | -26.8% | +7.2% |
| 3Y | +124.8% | +169.1% | -44.3% | +39.0% |
| 5Y | +137.9% | +141.9% | -3.9% | +51.3% |
| All | +800.0% | +650.8% | +149.2% | +274.5% |
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