+149.5%
NTAP vs QS
-32.2%
+181.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.6% | -2.1% |
| 7D | +7.2% | -14.0% | +21.2% | +8.6% |
| 30D | -18.4% | -6.4% | -12.0% | -18.0% |
| 3M | -11.3% | -40.3% | +28.9% | -7.4% |
| 6M | +53.8% | -57.5% | +111.3% | +64.2% |
| YTD | +72.0% | -64.7% | +136.7% | +85.3% |
| 1Y | +68.0% | -72.9% | +140.9% | +84.5% |
| 3Y | +149.5% | -33.5% | +182.9% | +120.0% |
| All | +149.5% | -32.2% | +181.7% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling