+19,371.4%
VLO vs NTAP
+23,420.6%
-4,049.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | +22.6% | -0.5% | +23.1% | +22.7% |
| 3M | +43.8% | +4.1% | +39.7% | +42.5% |
| 6M | +65.7% | +88.0% | -22.2% | +48.3% |
| YTD | +131.1% | +75.6% | +55.5% | +108.6% |
| 1Y | +143.6% | +58.9% | +84.7% | +123.2% |
| 3Y | +201.4% | +153.6% | +47.8% | +153.1% |
| 5Y | +568.9% | +127.6% | +441.2% | +468.1% |
| 10Y | +891.8% | +580.4% | +311.4% | +619.0% |
| All | +19,371.4% | +23,420.6% | -4,049.3% | +10,047.0% |
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 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