+113.0%
VWO vs NTAP
+650.8%
-537.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.9% | -1.3% |
| 7D | -1.8% | +7.4% | -9.2% | -3.5% |
| 30D | -0.1% | -1.4% | +1.3% | 0.0% |
| 3M | +2.2% | +24.6% | -22.3% | -3.6% |
| 6M | +8.8% | +105.9% | -97.1% | -10.7% |
| YTD | +12.4% | +88.5% | -76.1% | -6.0% |
| 1Y | +15.6% | +62.1% | -46.5% | +0.4% |
| 3Y | +62.5% | +169.1% | -106.5% | +19.5% |
| 5Y | +34.3% | +141.9% | -107.6% | -0.1% |
| All | +113.0% | +650.8% | -537.8% | +12.9% |
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 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