+183.8%
VXUS vs NTAP
+359.1%
-175.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +2.2% | -0.5% | +2.7% | +2.2% |
| 3M | +3.0% | +4.1% | -1.1% | +1.4% |
| 6M | +10.7% | +88.0% | -77.3% | -8.2% |
| YTD | +17.8% | +75.6% | -57.7% | -0.8% |
| 1Y | +27.6% | +58.9% | -31.3% | +10.1% |
| 3Y | +73.3% | +153.6% | -80.3% | +27.0% |
| 5Y | +54.3% | +127.6% | -73.3% | +14.7% |
| 10Y | +149.8% | +580.4% | -430.6% | +24.4% |
| All | +183.8% | +359.1% | -175.2% | +47.1% |
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