+848.8%
NTAP vs VRSK
+585.1%
+263.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -1.0% | -7.7% | +6.8% | +2.0% |
| 30D | -7.5% | -2.8% | -4.7% | -6.9% |
| 3M | +14.6% | -3.7% | +18.3% | +14.6% |
| 6M | +91.0% | -12.8% | +103.8% | +97.6% |
| YTD | +73.7% | -21.0% | +94.7% | +86.1% |
| 1Y | +51.2% | -32.5% | +83.7% | +72.4% |
| 3Y | +146.1% | -26.5% | +172.7% | +162.5% |
| 5Y | +122.8% | -11.5% | +134.3% | +113.3% |
| 10Y | +585.5% | +125.7% | +459.8% | +316.9% |
| All | +848.8% | +585.1% | +263.7% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling