+145.4%
VLO vs NTAP
+54.6%
+90.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | +6.2% | +2.2% | +4.0% | +6.0% |
| 30D | +23.5% | -7.0% | +30.5% | +24.5% |
| 3M | +53.9% | +12.3% | +41.6% | +52.1% |
| 6M | +81.7% | +85.1% | -3.5% | +67.4% |
| YTD | +142.5% | +74.8% | +67.7% | +124.7% |
| 1Y | +145.4% | +52.7% | +92.8% | +129.8% |
| All | +145.4% | +54.6% | +90.9% | +129.8% |
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