+1,164.9%
VST vs NTAP
+583.1%
+581.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | +6.6% | +7.2% | -0.6% | +4.1% |
| 30D | -12.4% | -18.4% | +6.0% | -6.2% |
| 3M | -9.0% | -11.3% | +2.3% | -5.4% |
| 6M | -6.4% | +53.8% | -60.2% | -21.1% |
| YTD | -17.2% | +72.0% | -89.2% | -33.4% |
| 1Y | -22.0% | +68.0% | -90.0% | -36.9% |
| 3Y | +296.7% | +149.5% | +147.2% | +190.0% |
| 5Y | +637.6% | +125.6% | +512.0% | +443.7% |
| All | +1,164.9% | +583.1% | +581.7% | +649.4% |
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