+63.5%
NTAP vs Q
+75.3%
-11.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.6% |
| 7D | +3.3% | +6.7% | -3.5% | +2.2% |
| 30D | -0.2% | -10.6% | +10.4% | +1.4% |
| 3M | +11.4% | -14.6% | +26.0% | +13.3% |
| 6M | +88.7% | +12.1% | +76.6% | +79.9% |
| YTD | +78.9% | +51.3% | +27.7% | +60.1% |
| All | +63.5% | +75.3% | -11.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling