+2,723.0%
VRT vs NTAP
+192.8%
+2,530.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | -0.8% | +9.9% | +9.5% |
| 30D | +0.9% | -0.5% | +1.5% | +1.1% |
| 3M | -13.4% | +4.1% | -17.4% | -15.4% |
| 6M | +11.7% | +88.0% | -76.3% | -19.8% |
| YTD | +73.2% | +75.6% | -2.3% | +27.9% |
| 1Y | +123.4% | +58.9% | +64.5% | +73.7% |
| 3Y | +606.2% | +153.6% | +452.6% | +363.7% |
| 5Y | +899.9% | +127.6% | +772.3% | +566.3% |
| All | +2,723.0% | +192.8% | +2,530.3% | +1,494.9% |
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