-20.9%
VST vs NTAP
+49.2%
-70.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.1% | +10.7% | +10.6% |
| 7D | -9.8% | -15.1% | +5.2% | -6.5% |
| 30D | -25.1% | -28.1% | +2.9% | -20.1% |
| 3M | -11.6% | -11.4% | -0.1% | -7.5% |
| 6M | -20.9% | +52.2% | -73.1% | -18.9% |
| All | -20.9% | +49.2% | -70.1% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling