+131.4%
NTAP vs QID
-77.9%
+209.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.8% |
| 7D | +9.9% | -11.8% | +21.7% | +4.5% |
| 30D | -22.1% | +14.2% | -36.4% | -16.1% |
| 3M | -7.7% | +8.8% | -16.5% | -2.1% |
| 6M | +60.9% | +1.5% | +59.5% | +69.0% |
| YTD | +76.4% | -23.8% | +100.2% | +67.3% |
| 1Y | +69.3% | -22.0% | +91.3% | +62.8% |
| 3Y | +154.6% | -71.9% | +226.5% | +84.1% |
| 5Y | +131.4% | -77.6% | +209.0% | +73.2% |
| All | +131.4% | -77.9% | +209.4% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling