+68.1%
NTAP vs QS
-71.4%
+139.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -2.9% |
| 7D | -16.1% | +4.5% | -20.6% | -16.7% |
| 30D | -15.9% | -4.1% | -11.8% | -15.5% |
| 3M | -1.2% | -22.1% | +20.9% | +2.5% |
| 6M | +70.1% | -38.4% | +108.4% | +81.5% |
| YTD | +77.9% | -57.5% | +135.4% | +101.6% |
| 1Y | +68.1% | -71.3% | +139.4% | +103.2% |
| All | +68.1% | -71.4% | +139.5% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling