+568.7%
NTAP vs VRSN
+293.8%
+274.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -1.0% | -1.5% | +0.6% | -0.4% |
| 30D | -7.5% | +0.7% | -8.2% | -8.0% |
| 3M | +14.6% | +0.6% | +14.1% | +13.6% |
| 6M | +91.0% | +21.7% | +69.3% | +71.9% |
| YTD | +73.7% | +20.0% | +53.7% | +56.4% |
| 1Y | +51.2% | +3.2% | +48.1% | +46.0% |
| 3Y | +146.1% | +42.4% | +103.8% | +98.1% |
| 5Y | +122.8% | +33.0% | +89.9% | +81.4% |
| All | +568.7% | +293.8% | +274.9% | +228.4% |
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