+68.1%
NTAP vs VICR
+76.0%
-7.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.1% | +9.5% | -0.4% |
| 7D | -16.1% | -26.6% | +10.5% | -13.4% |
| 30D | -15.9% | -47.9% | +32.0% | -11.3% |
| 3M | -1.2% | -29.8% | +28.5% | +1.4% |
| 6M | +70.1% | -36.6% | +106.7% | +74.1% |
| YTD | +77.9% | +45.1% | +32.8% | +68.2% |
| 1Y | +68.1% | +80.0% | -11.9% | +49.5% |
| All | +68.1% | +76.0% | -7.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling