+601.6%
VLO vs NTAP
+135.7%
+465.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.8% |
| 7D | +5.8% | +3.3% | +2.5% | +4.9% |
| 30D | +28.3% | -0.2% | +28.5% | +28.4% |
| 3M | +48.7% | +11.4% | +37.4% | +44.1% |
| 6M | +71.9% | +88.7% | -16.8% | +41.5% |
| YTD | +138.7% | +78.9% | +59.7% | +98.7% |
| 1Y | +148.5% | +58.8% | +89.6% | +114.1% |
| 3Y | +192.7% | +153.5% | +39.1% | +104.6% |
| 5Y | +601.6% | +136.7% | +464.9% | +387.5% |
| All | +601.6% | +135.7% | +465.9% | +387.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling