+625.8%
NTAP vs VICR
+1,679.8%
-1,054.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +11.2% | -2.6% | +6.6% |
| 7D | +7.4% | +5.0% | +2.4% | +6.5% |
| 30D | -1.4% | -12.5% | +11.1% | +0.6% |
| 3M | +24.6% | -33.6% | +58.2% | +31.2% |
| 6M | +105.9% | +10.7% | +95.2% | +91.8% |
| YTD | +88.5% | +80.6% | +7.9% | +57.2% |
| 1Y | +62.1% | +288.4% | -226.3% | +14.1% |
| 3Y | +169.1% | +213.8% | -44.7% | +84.2% |
| 5Y | +141.9% | +58.8% | +83.0% | +74.0% |
| All | +625.8% | +1,679.8% | -1,054.0% | +195.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling