+297.8%
VTI vs NTAP
+650.8%
-353.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | -1.7% |
| 7D | -0.9% | +7.4% | -8.3% | -3.1% |
| 30D | -1.4% | -1.4% | -0.1% | -1.3% |
| 3M | +3.6% | +24.6% | -21.0% | -3.8% |
| 6M | +13.6% | +105.9% | -92.3% | -11.7% |
| YTD | +12.9% | +88.5% | -75.6% | -10.1% |
| 1Y | +17.2% | +62.1% | -44.9% | -2.1% |
| 3Y | +75.7% | +169.1% | -93.4% | +19.5% |
| 5Y | +75.4% | +141.9% | -66.4% | +21.4% |
| All | +297.8% | +650.8% | -353.0% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling