+1,121.2%
VST vs NTAP
+570.6%
+550.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -6.0% | -7.8% | +1.7% | -3.3% |
| 30D | -18.8% | -25.8% | +7.0% | -10.2% |
| 3M | -8.0% | -11.2% | +3.2% | -4.4% |
| 6M | -10.9% | +49.9% | -60.9% | -24.2% |
| YTD | -18.3% | +66.9% | -85.2% | -33.6% |
| 1Y | -29.9% | +58.8% | -88.8% | -42.1% |
| 3Y | +290.3% | +140.8% | +149.5% | +189.0% |
| 5Y | +635.3% | +115.0% | +520.3% | +450.7% |
| All | +1,121.2% | +570.6% | +550.6% | +649.1% |
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