+153.5%
NTAP vs QID
-74.5%
+228.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +2.0% |
| 7D | +3.3% | -2.7% | +6.0% | +2.0% |
| 30D | -0.2% | +1.8% | -2.0% | +0.8% |
| 3M | +11.4% | -2.2% | +13.5% | +12.0% |
| 6M | +88.7% | -32.1% | +120.8% | +61.6% |
| YTD | +78.9% | -28.6% | +107.5% | +58.5% |
| 1Y | +58.8% | -36.3% | +95.1% | +34.7% |
| 3Y | +153.5% | -74.4% | +227.9% | +66.0% |
| All | +153.5% | -74.5% | +228.0% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling