+68.1%
NTAP vs Q
+19.7%
+48.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -16.1% | -3.3% | -12.8% | -15.5% |
| 30D | -15.9% | -9.7% | -6.2% | -14.4% |
| 3M | -1.2% | -16.1% | +14.9% | +1.5% |
| 6M | +70.1% | -15.7% | +85.8% | +72.1% |
| YTD | +77.9% | +45.7% | +32.2% | +58.7% |
| 1Y | +68.1% | +18.0% | +50.1% | +57.9% |
| All | +68.1% | +19.7% | +48.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling