+1,855.0%
VRT vs NTAP
+178.3%
+1,676.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -17.7% | -7.8% | -9.9% | -14.0% |
| 30D | -20.0% | -25.8% | +5.8% | -7.6% |
| 3M | -28.1% | -11.2% | -16.8% | -23.6% |
| 6M | -42.8% | +49.9% | -92.8% | -53.8% |
| YTD | +20.0% | +66.9% | -46.9% | -8.9% |
| 1Y | +3.5% | +58.8% | -55.3% | -19.2% |
| 3Y | +366.1% | +140.8% | +225.3% | +214.6% |
| 5Y | +632.2% | +115.0% | +517.2% | +402.9% |
| All | +1,855.0% | +178.3% | +1,676.7% | +1,036.4% |
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