+754.3%
VLO vs NTAP
+597.8%
+156.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.3% | +2.1% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | -16.6% | -23.4% | +6.9% | -8.0% |
| 3M | +12.3% | -7.5% | +19.8% | +14.0% |
| 6M | +47.8% | +56.4% | -8.5% | +17.1% |
| YTD | +126.7% | +73.6% | +53.1% | +69.4% |
| 1Y | +105.4% | +68.4% | +37.0% | +55.4% |
| 3Y | +222.0% | +150.6% | +71.4% | +88.1% |
| 5Y | +449.8% | +122.5% | +327.4% | +231.7% |
| 10Y | +754.3% | +589.7% | +164.6% | +213.9% |
| All | +754.3% | +597.8% | +156.6% | +213.9% |
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