+2,263.1%
VGT vs NTAP
+1,048.0%
+1,215.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.9% |
| 7D | +1.8% | +3.3% | -1.4% | +0.6% |
| 30D | -0.3% | -0.2% | -0.1% | -0.5% |
| 3M | +3.4% | +11.4% | -8.0% | -1.3% |
| 6M | +35.0% | +88.7% | -53.7% | +4.1% |
| YTD | +28.8% | +78.9% | -50.2% | +0.8% |
| 1Y | +38.0% | +58.8% | -20.8% | +12.8% |
| 3Y | +125.8% | +153.5% | -27.8% | +51.5% |
| 5Y | +134.7% | +136.7% | -2.0% | +60.3% |
| 10Y | +792.6% | +590.2% | +202.4% | +288.8% |
| All | +2,263.1% | +1,048.0% | +1,215.1% | +597.7% |
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