+58.9%
NTAP vs VICR
+272.1%
-213.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.2% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -0.5% | -13.9% | +13.4% | +0.2% |
| 3M | +4.1% | -38.4% | +42.5% | +6.2% |
| 6M | +88.0% | -7.2% | +95.2% | +85.3% |
| YTD | +75.6% | +72.0% | +3.5% | +65.6% |
| 1Y | +58.9% | +263.3% | -204.4% | +32.3% |
| All | +58.9% | +272.1% | -213.2% | +32.3% |
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