+497.9%
NTAP vs QSR
+211.0%
+287.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -0.2% | +5.9% | -6.1% | -2.2% |
| 3M | +11.4% | +10.5% | +0.9% | +7.2% |
| 6M | +88.7% | +7.7% | +81.0% | +82.6% |
| YTD | +78.9% | +16.8% | +62.1% | +68.4% |
| 1Y | +58.8% | +30.9% | +27.9% | +43.6% |
| 3Y | +153.5% | +28.2% | +125.4% | +127.1% |
| 5Y | +136.7% | +45.0% | +91.8% | +101.0% |
| 10Y | +590.2% | +127.3% | +462.9% | +384.1% |
| All | +497.9% | +211.0% | +287.0% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling