+13.8%
VRT vs NTAP
+66.6%
-52.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.6% | -11.3% | -12.3% |
| 7D | -15.4% | -16.1% | +0.7% | -9.9% |
| 30D | -19.0% | -15.9% | -3.0% | -13.8% |
| 3M | -23.8% | -1.2% | -22.6% | -23.1% |
| 6M | -37.9% | +70.1% | -107.9% | -48.1% |
| YTD | +27.0% | +77.9% | -51.0% | +4.4% |
| 1Y | +13.8% | +68.1% | -54.3% | +2.5% |
| All | +13.8% | +66.6% | -52.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling