+1,112.0%
VST vs NTAP
+591.8%
+520.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.1% | +10.7% | +10.6% |
| 7D | -9.8% | -15.1% | +5.2% | -4.6% |
| 30D | -25.1% | -28.1% | +2.9% | -16.4% |
| 3M | -11.6% | -11.4% | -0.1% | -8.0% |
| 6M | -20.9% | +52.2% | -73.1% | -33.3% |
| YTD | -22.3% | +60.4% | -82.7% | -36.0% |
| 1Y | -32.0% | +51.0% | -83.0% | -42.8% |
| 3Y | +262.4% | +135.6% | +126.8% | +170.6% |
| 5Y | +563.4% | +107.5% | +455.8% | +402.7% |
| All | +1,112.0% | +591.8% | +520.2% | +656.3% |
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