+954.4%
VTI vs NTAP
+1,622.8%
-668.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +0.6% | +3.3% | -2.6% | -0.1% |
| 30D | -1.1% | -0.2% | -0.9% | -1.2% |
| 3M | +3.9% | +11.4% | -7.5% | +0.8% |
| 6M | +14.6% | +88.7% | -74.1% | -3.1% |
| YTD | +13.3% | +78.9% | -65.6% | -3.3% |
| 1Y | +19.2% | +58.8% | -39.7% | +4.5% |
| 3Y | +77.4% | +153.5% | -76.1% | +36.3% |
| 5Y | +74.0% | +136.7% | -62.7% | +34.8% |
| 10Y | +294.6% | +590.2% | -295.6% | +129.5% |
| All | +954.4% | +1,622.8% | -668.4% | +316.9% |
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 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