+167.6%
VXUS vs NTAP
+336.5%
-168.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.2% | +1.8% |
| 7D | +0.8% | -5.0% | +5.7% | +2.0% |
| 30D | -1.9% | -25.8% | +23.9% | +5.3% |
| 3M | -4.4% | -6.9% | +2.5% | -3.6% |
| 6M | -2.0% | +50.0% | -52.0% | -14.0% |
| YTD | +11.1% | +66.9% | -55.8% | -6.0% |
| 1Y | +15.1% | +58.3% | -43.2% | -1.3% |
| 3Y | +70.4% | +145.1% | -74.7% | +25.0% |
| 5Y | +47.2% | +114.2% | -67.0% | +10.4% |
| 10Y | +142.3% | +576.6% | -434.3% | +19.7% |
| All | +167.6% | +336.5% | -168.9% | +39.4% |
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