+143.4%
NTAP vs VRSK
-11.8%
+155.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +7.4% | -5.2% | +12.5% | +8.4% |
| 30D | -1.4% | -2.3% | +0.9% | -1.1% |
| 3M | +24.6% | -2.9% | +27.5% | +24.1% |
| 6M | +105.9% | -12.8% | +118.7% | +110.1% |
| YTD | +88.5% | -20.8% | +109.3% | +97.6% |
| 1Y | +62.1% | -33.2% | +95.3% | +78.7% |
| 3Y | +169.1% | -26.6% | +195.6% | +178.4% |
| All | +143.4% | -11.8% | +155.1% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling