+1,202.4%
VUG vs NTAP
+1,014.0%
+188.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.4% |
| 7D | -1.1% | -2.4% | +1.4% | -0.4% |
| 30D | -7.0% | -23.4% | +16.4% | +0.5% |
| 3M | -3.7% | -7.5% | +3.8% | -2.2% |
| 6M | -1.6% | +56.4% | -58.0% | -16.5% |
| YTD | +5.1% | +73.6% | -68.5% | -14.2% |
| 1Y | +3.8% | +68.4% | -64.6% | -14.6% |
| 3Y | +79.9% | +150.6% | -70.7% | +27.4% |
| 5Y | +66.4% | +122.5% | -56.1% | +21.3% |
| 10Y | +405.3% | +589.7% | -184.4% | +146.5% |
| All | +1,202.4% | +1,014.0% | +188.4% | +356.0% |
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