+147.9%
NTAP vs VICR
+178.2%
-30.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -7.5% | -15.6% | +8.1% | -5.8% |
| 3M | +14.6% | -35.4% | +50.0% | +19.0% |
| 6M | +91.0% | +1.3% | +89.7% | +83.2% |
| YTD | +73.7% | +62.5% | +11.2% | +52.9% |
| 1Y | +51.2% | +255.5% | -204.2% | +15.0% |
| All | +147.9% | +178.2% | -30.4% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling