+1,216.9%
VST vs NTAP
+575.9%
+641.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -0.8% | +9.7% | +9.1% |
| 30D | +6.2% | -0.5% | +6.7% | +6.2% |
| 3M | -2.7% | +4.1% | -6.8% | -4.8% |
| 6M | -8.4% | +88.0% | -96.3% | -28.3% |
| YTD | -7.2% | +75.6% | -82.8% | -25.8% |
| 1Y | -20.9% | +58.9% | -79.8% | -34.5% |
| 3Y | +384.0% | +153.6% | +230.4% | +252.7% |
| 5Y | +757.1% | +127.6% | +629.4% | +529.9% |
| All | +1,216.9% | +575.9% | +641.0% | +720.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling