+64.3%
VUG vs NTAP
+122.3%
-58.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.3% |
| 7D | -1.1% | -2.4% | +1.4% | -0.3% |
| 30D | -7.0% | -23.4% | +16.4% | +1.3% |
| 3M | -3.7% | -7.5% | +3.8% | -2.1% |
| 6M | -1.6% | +56.4% | -58.0% | -19.3% |
| YTD | +5.1% | +73.6% | -68.5% | -18.1% |
| 1Y | +3.8% | +68.4% | -64.6% | -18.3% |
| 3Y | +79.9% | +150.6% | -70.7% | +10.4% |
| All | +64.3% | +122.3% | -58.0% | +1.5% |
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