+718.4%
VTV vs NTAP
+1,048.0%
-329.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +0.3% | +3.3% | -3.0% | -0.6% |
| 30D | +0.1% | -0.2% | +0.4% | 0.0% |
| 3M | +6.2% | +11.4% | -5.2% | +2.5% |
| 6M | +13.5% | +88.7% | -75.2% | -6.9% |
| YTD | +18.9% | +78.9% | -60.1% | -1.4% |
| 1Y | +25.8% | +58.8% | -33.0% | +7.6% |
| 3Y | +68.7% | +153.5% | -84.8% | +22.1% |
| 5Y | +80.3% | +136.7% | -56.4% | +30.8% |
| 10Y | +226.3% | +590.2% | -363.9% | +62.0% |
| All | +718.4% | +1,048.0% | -329.6% | +191.6% |
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