+359.1%
VST vs NTAP
+153.4%
+205.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.8% |
| 7D | +9.9% | +3.3% | +6.6% | +8.3% |
| 30D | +7.9% | -0.2% | +8.1% | +7.7% |
| 3M | +3.4% | +11.4% | -8.0% | -2.8% |
| 6M | -4.1% | +88.7% | -92.8% | -35.4% |
| YTD | -5.7% | +78.9% | -84.6% | -34.5% |
| 1Y | -18.9% | +58.8% | -77.7% | -39.3% |
| 3Y | +359.1% | +153.5% | +205.5% | +215.5% |
| All | +359.1% | +153.4% | +205.6% | +215.5% |
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