+120.6%
VLO vs NTAP
+66.6%
+54.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.1% | -5.6% |
| 7D | -6.0% | -16.1% | +10.1% | -4.5% |
| 30D | -12.9% | -15.9% | +3.1% | -11.7% |
| 3M | +18.3% | -1.2% | +19.6% | +17.6% |
| 6M | +46.4% | +70.1% | -23.6% | +36.9% |
| YTD | +127.7% | +77.9% | +49.8% | +110.4% |
| 1Y | +120.6% | +68.1% | +52.5% | +107.1% |
| All | +120.6% | +66.6% | +54.0% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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