+419.2%
NTAP vs QS
-44.4%
+463.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -0.8% | -2.3% | +1.6% | -0.6% |
| 30D | -0.5% | -0.7% | +0.2% | -0.6% |
| 3M | +4.1% | -39.6% | +43.7% | +7.4% |
| 6M | +88.0% | -21.7% | +109.7% | +89.9% |
| YTD | +75.6% | -47.4% | +123.0% | +81.8% |
| 1Y | +58.9% | -28.4% | +87.3% | +59.8% |
| 3Y | +153.6% | -22.6% | +176.2% | +142.9% |
| 5Y | +127.6% | -75.6% | +203.2% | +122.3% |
| All | +419.2% | -44.4% | +463.5% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling