+150.1%
VXUS vs NTAP
+581.2%
-431.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.2% |
| 7D | +0.3% | +2.2% | -1.9% | -0.2% |
| 30D | +0.7% | -7.0% | +7.7% | +2.3% |
| 3M | +4.8% | +12.3% | -7.6% | +1.4% |
| 6M | +11.3% | +85.1% | -73.8% | -6.1% |
| YTD | +16.5% | +74.8% | -58.3% | -0.6% |
| 1Y | +24.3% | +52.7% | -28.4% | +9.5% |
| 3Y | +74.5% | +147.7% | -73.2% | +30.9% |
| 5Y | +54.3% | +124.8% | -70.4% | +16.8% |
| 10Y | +150.1% | +589.7% | -439.6% | +36.9% |
| All | +150.1% | +581.2% | -431.1% | +36.9% |
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