+608.4%
VST vs NTAP
+124.7%
+483.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | 0.0% |
| 7D | +6.6% | +7.2% | -0.6% | +3.5% |
| 30D | -12.4% | -18.4% | +6.0% | -4.7% |
| 3M | -9.0% | -11.3% | +2.3% | -4.5% |
| 6M | -6.4% | +53.8% | -60.2% | -25.8% |
| YTD | -17.2% | +72.0% | -89.2% | -38.6% |
| 1Y | -22.0% | +68.0% | -90.0% | -41.6% |
| 3Y | +296.7% | +149.5% | +147.2% | +166.5% |
| All | +608.4% | +124.7% | +483.7% | +360.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling