+377.4%
VT vs NTAP
+1,017.1%
-639.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +1.0% | -0.5% | +1.5% | +0.9% |
| 3M | +2.4% | +4.1% | -1.7% | +0.4% |
| 6M | +12.0% | +88.0% | -76.0% | -11.3% |
| YTD | +15.3% | +75.6% | -60.2% | -7.0% |
| 1Y | +22.6% | +58.9% | -36.3% | +1.9% |
| 3Y | +74.7% | +153.6% | -78.9% | +19.3% |
| 5Y | +66.1% | +127.6% | -61.5% | +15.7% |
| 10Y | +225.0% | +580.4% | -355.4% | +38.9% |
| All | +377.4% | +1,017.1% | -639.7% | +20.7% |
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