+228.7%
VTV vs NTAP
+650.8%
-422.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.8% | -1.5% |
| 7D | -1.1% | +7.4% | -8.5% | -3.0% |
| 30D | -1.0% | -1.4% | +0.3% | -0.9% |
| 3M | +4.6% | +24.6% | -19.9% | -1.8% |
| 6M | +13.5% | +105.9% | -92.4% | -8.5% |
| YTD | +18.5% | +88.5% | -70.0% | -2.5% |
| 1Y | +22.9% | +62.1% | -39.2% | +5.3% |
| 3Y | +67.8% | +169.1% | -101.2% | +19.1% |
| 5Y | +81.8% | +141.9% | -60.0% | +30.7% |
| All | +228.7% | +650.8% | -422.1% | +63.5% |
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