+12.5%
VUG vs NTAP
+51.1%
-38.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -1.6% | -7.5% | +5.9% | -0.5% |
| 3M | +4.4% | +14.6% | -10.2% | +2.0% |
| 6M | +13.2% | +91.0% | -77.8% | -0.5% |
| YTD | +7.5% | +73.7% | -66.2% | -3.3% |
| 1Y | +12.5% | +51.2% | -38.7% | +5.9% |
| All | +12.5% | +51.1% | -38.6% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling