+122.8%
NTAP vs VICR
+42.6%
+80.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | +14.6% | -35.4% | +50.0% | +19.4% |
| 6M | +91.0% | +1.3% | +89.7% | +83.5% |
| YTD | +73.7% | +62.5% | +11.2% | +54.0% |
| 1Y | +51.2% | +255.5% | -204.2% | +17.7% |
| 3Y | +146.1% | +182.0% | -35.9% | +88.1% |
| 5Y | +122.8% | +42.9% | +79.9% | +73.9% |
| All | +122.8% | +42.6% | +80.3% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling