+568.6%
NTAP vs VRSN
+293.7%
+274.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.6% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -23.4% | +3.8% | -27.2% | -24.6% |
| 3M | -7.5% | +9.5% | -17.0% | -11.3% |
| 6M | +56.4% | +10.3% | +46.1% | +48.1% |
| YTD | +73.6% | +30.5% | +43.1% | +50.6% |
| 1Y | +68.4% | +27.9% | +40.5% | +47.4% |
| 3Y | +150.6% | +54.3% | +96.3% | +94.8% |
| 5Y | +122.5% | +37.2% | +85.3% | +79.6% |
| All | +568.6% | +293.7% | +274.9% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling