+413.6%
NTAP vs QS
-47.4%
+461.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -1.0% | -5.0% | +4.0% | -0.6% |
| 30D | -7.5% | -18.3% | +10.8% | -6.2% |
| 3M | +14.6% | -26.0% | +40.6% | +16.7% |
| 6M | +91.0% | -24.0% | +115.0% | +93.4% |
| YTD | +73.7% | -50.3% | +124.0% | +80.5% |
| 1Y | +51.2% | -38.0% | +89.2% | +53.7% |
| 3Y | +146.1% | -24.6% | +170.7% | +136.2% |
| 5Y | +122.8% | -75.4% | +198.3% | +118.1% |
| All | +413.6% | -47.4% | +461.0% | +424.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling