+168.3%
VXUS vs NTAP
+354.0%
-185.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.1% | -0.1% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | -1.2% | -23.4% | +22.3% | +5.3% |
| 3M | -3.8% | -7.5% | +3.7% | -2.8% |
| 6M | -1.7% | +56.4% | -58.0% | -14.7% |
| YTD | +11.4% | +73.6% | -62.2% | -6.7% |
| 1Y | +13.3% | +68.4% | -55.1% | -4.3% |
| 3Y | +70.0% | +150.6% | -80.6% | +24.0% |
| 5Y | +48.1% | +122.5% | -74.4% | +10.0% |
| 10Y | +147.1% | +589.7% | -442.7% | +21.6% |
| All | +168.3% | +354.0% | -185.6% | +38.3% |
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