+807.6%
NTAP vs QID
-100.0%
+907.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | -0.1% |
| 7D | -0.8% | -0.6% | -0.1% | -1.0% |
| 30D | -0.5% | 0.0% | -0.5% | -0.4% |
| 3M | +4.1% | +3.7% | +0.3% | +8.3% |
| 6M | +88.0% | -29.9% | +117.8% | +61.8% |
| YTD | +75.6% | -28.8% | +104.3% | +53.7% |
| 1Y | +58.9% | -37.2% | +96.1% | +32.1% |
| 3Y | +153.6% | -73.7% | +227.3% | +54.0% |
| 5Y | +127.6% | -80.7% | +208.4% | +40.4% |
| 10Y | +580.4% | -99.1% | +679.5% | +7.3% |
| All | +807.6% | -100.0% | +907.6% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling