+147.9%
NTAP vs VRSK
-26.6%
+174.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -1.0% | -7.7% | +6.8% | -0.7% |
| 30D | -7.5% | -2.8% | -4.7% | -7.4% |
| 3M | +14.6% | -3.7% | +18.3% | +14.4% |
| 6M | +91.0% | -12.8% | +103.8% | +91.2% |
| YTD | +73.7% | -21.0% | +94.7% | +76.2% |
| 1Y | +51.2% | -32.5% | +83.7% | +55.8% |
| All | +147.9% | -26.6% | +174.5% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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