+409.6%
VUG vs NTAP
+591.7%
-182.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.9% | -1.0% | -0.9% | -1.6% |
| 30D | -1.6% | -7.5% | +5.9% | +0.8% |
| 3M | +4.4% | +14.6% | -10.2% | -0.9% |
| 6M | +13.2% | +91.0% | -77.8% | -11.5% |
| YTD | +7.5% | +73.7% | -66.2% | -13.6% |
| 1Y | +12.5% | +51.2% | -38.7% | -5.2% |
| 3Y | +86.0% | +146.1% | -60.2% | +27.4% |
| 5Y | +76.5% | +122.8% | -46.4% | +23.1% |
| All | +409.6% | +591.7% | -182.1% | +149.2% |
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