+143.4%
NTAP vs QS
-74.9%
+218.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.6% | +8.3% |
| 7D | +7.4% | -3.6% | +11.0% | +7.8% |
| 30D | -1.4% | -17.2% | +15.9% | +0.5% |
| 3M | +24.6% | -27.0% | +51.5% | +28.1% |
| 6M | +105.9% | -24.6% | +130.5% | +109.9% |
| YTD | +88.5% | -49.3% | +137.9% | +99.5% |
| 1Y | +62.1% | -40.3% | +102.4% | +66.4% |
| 3Y | +169.1% | -23.8% | +192.9% | +147.9% |
| All | +143.4% | -74.9% | +218.3% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling