+644.6%
VRT vs NTAP
+153.4%
+491.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.5% |
| 7D | +13.6% | +3.3% | +10.4% | +11.4% |
| 30D | +6.8% | -0.2% | +7.0% | +6.8% |
| 3M | -3.2% | +11.4% | -14.6% | -10.3% |
| 6M | +20.3% | +88.7% | -68.3% | -27.3% |
| YTD | +79.6% | +78.9% | +0.7% | +11.8% |
| 1Y | +139.0% | +58.8% | +80.2% | +65.3% |
| 3Y | +644.6% | +153.5% | +491.1% | +319.5% |
| All | +644.6% | +153.4% | +491.2% | +319.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling