+20,069.3%
NTAP vs VICR
+1,109.4%
+18,959.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.2% |
| 7D | +3.3% | +9.8% | -6.6% | +0.7% |
| 30D | -0.2% | -12.6% | +12.4% | +2.7% |
| 3M | +11.4% | -29.7% | +41.1% | +18.1% |
| 6M | +88.7% | +18.8% | +69.8% | +66.0% |
| YTD | +78.9% | +76.4% | +2.5% | +37.8% |
| 1Y | +58.8% | +282.4% | -223.5% | -3.8% |
| 3Y | +153.5% | +206.2% | -52.6% | +46.7% |
| 5Y | +136.7% | +53.9% | +82.8% | +42.7% |
| 10Y | +590.2% | +1,572.3% | -982.1% | +71.1% |
| All | +20,069.3% | +1,109.4% | +18,959.9% | +3,113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling