+217.8%
VLO vs NTAP
+150.8%
+67.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.3% | +2.9% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -16.6% | -23.4% | +6.9% | -12.6% |
| 3M | +12.3% | -7.5% | +19.8% | +13.0% |
| 6M | +47.8% | +56.4% | -8.5% | +31.8% |
| YTD | +126.7% | +73.6% | +53.1% | +96.0% |
| 1Y | +105.4% | +68.4% | +37.0% | +78.9% |
| All | +217.8% | +150.8% | +67.0% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling