+76.3%
VUG vs NTAP
+135.7%
-59.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | +0.9% | +3.3% | -2.4% | -0.3% |
| 30D | -1.4% | -0.2% | -1.2% | -1.6% |
| 3M | +2.3% | +11.4% | -9.1% | -2.1% |
| 6M | +15.7% | +88.7% | -73.0% | -11.3% |
| YTD | +8.6% | +78.9% | -70.3% | -15.4% |
| 1Y | +14.1% | +58.8% | -44.8% | -6.8% |
| 3Y | +87.9% | +153.5% | -65.6% | +17.3% |
| 5Y | +76.3% | +136.7% | -60.4% | +7.5% |
| All | +76.3% | +135.7% | -59.4% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling