+348.0%
VT vs NTAP
+921.8%
-573.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.7% | +5.7% | -1.0% |
| 7D | -4.2% | -22.5% | +18.3% | +3.6% |
| 30D | -5.8% | -25.7% | +19.9% | +2.9% |
| 3M | -5.2% | -9.0% | +3.8% | -3.5% |
| 6M | +0.1% | +49.2% | -49.1% | -15.0% |
| YTD | +8.2% | +60.6% | -52.4% | -11.1% |
| 1Y | +10.1% | +48.7% | -38.5% | -7.3% |
| 3Y | +69.7% | +135.6% | -65.9% | +17.4% |
| 5Y | +53.4% | +107.8% | -54.4% | +9.1% |
| 10Y | +219.2% | +609.4% | -390.2% | +32.6% |
| All | +348.0% | +921.8% | -573.8% | +15.4% |
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