+19,849.9%
VLO vs NTAP
+22,937.7%
-3,087.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | +9.6% | +7.2% | +2.4% | +8.4% |
| 30D | -17.4% | -18.4% | +1.0% | -14.8% |
| 3M | +10.8% | -11.3% | +22.1% | +12.4% |
| 6M | +56.9% | +53.8% | +3.2% | +44.6% |
| YTD | +136.8% | +72.0% | +64.8% | +113.5% |
| 1Y | +120.7% | +68.0% | +52.6% | +99.7% |
| 3Y | +231.9% | +149.5% | +82.4% | +178.4% |
| 5Y | +479.0% | +125.6% | +353.4% | +390.6% |
| 10Y | +792.2% | +583.1% | +209.1% | +544.4% |
| All | +19,849.9% | +22,937.7% | -3,087.8% | +10,287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling