+568.7%
NTAP vs QID
-99.1%
+667.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | +0.4% |
| 7D | -1.0% | +2.7% | -3.7% | +0.2% |
| 30D | -7.5% | +3.3% | -10.8% | -6.0% |
| 3M | +14.6% | -5.5% | +20.2% | +13.3% |
| 6M | +91.0% | -28.4% | +119.4% | +69.6% |
| YTD | +73.7% | -26.6% | +100.2% | +57.2% |
| 1Y | +51.2% | -34.1% | +85.4% | +32.0% |
| 3Y | +146.1% | -73.7% | +219.8% | +62.2% |
| 5Y | +122.8% | -80.7% | +203.5% | +50.8% |
| All | +568.7% | -99.1% | +667.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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