+59.7%
NTAP vs Q
+78.4%
-18.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.6% |
| 7D | +2.2% | +6.6% | -4.4% | +1.2% |
| 30D | -7.0% | -6.6% | -0.5% | -6.2% |
| 3M | +12.3% | -13.2% | +25.5% | +13.9% |
| 6M | +85.1% | +9.9% | +75.2% | +77.3% |
| YTD | +74.8% | +53.9% | +20.8% | +56.0% |
| All | +59.7% | +78.4% | -18.7% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling