+625.8%
NTAP vs QSR
+135.2%
+490.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.3% |
| 7D | +7.4% | -4.0% | +11.4% | +8.8% |
| 30D | -1.4% | +2.8% | -4.1% | -2.4% |
| 3M | +24.6% | +5.1% | +19.5% | +21.9% |
| 6M | +105.9% | +8.8% | +97.1% | +98.5% |
| YTD | +88.5% | +14.8% | +73.7% | +78.4% |
| 1Y | +62.1% | +25.7% | +36.4% | +48.4% |
| 3Y | +169.1% | +27.5% | +141.5% | +141.0% |
| 5Y | +141.9% | +41.3% | +100.6% | +106.4% |
| All | +625.8% | +135.2% | +490.6% | +408.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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