+52.2%
NTAP vs Q
-20.9%
+73.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -1.8% |
| 7D | -15.1% | +0.3% | -15.3% | -15.0% |
| 30D | -28.1% | -9.8% | -18.3% | -26.5% |
| 3M | -11.4% | -12.2% | +0.8% | -9.4% |
| 6M | +52.2% | -21.6% | +73.8% | +60.2% |
| All | +52.2% | -20.9% | +73.1% | +60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling