+911.8%
VLO vs NTAP
+591.7%
+320.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +4.0% | -1.0% | +4.9% | +4.4% |
| 30D | +19.0% | -7.5% | +26.5% | +22.7% |
| 3M | +50.0% | +14.6% | +35.3% | +40.7% |
| 6M | +79.1% | +91.0% | -11.9% | +31.3% |
| YTD | +140.3% | +73.7% | +66.6% | +82.2% |
| 1Y | +148.3% | +51.2% | +97.1% | +99.6% |
| 3Y | +194.6% | +146.1% | +48.5% | +76.3% |
| 5Y | +609.6% | +122.8% | +486.7% | +333.4% |
| All | +911.8% | +591.7% | +320.1% | +275.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling