+62.1%
NTAP vs VICR
+293.8%
-231.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +11.2% | -2.6% | +7.8% |
| 7D | +7.4% | +5.0% | +2.4% | +7.0% |
| 30D | -1.4% | -12.5% | +11.1% | -0.8% |
| 3M | +24.6% | -33.6% | +58.2% | +26.6% |
| 6M | +105.9% | +10.7% | +95.2% | +101.3% |
| YTD | +88.5% | +80.6% | +7.9% | +76.3% |
| 1Y | +62.1% | +288.4% | -226.3% | +32.1% |
| All | +62.1% | +293.8% | -231.7% | +32.1% |
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