+1,351.8%
QLD vs NTAP
+591.8%
+760.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -10.3% | -15.1% | +4.8% | +0.5% |
| 30D | -26.1% | -28.1% | +2.0% | -7.3% |
| 3M | -17.8% | -11.4% | -6.3% | -11.8% |
| 6M | -15.6% | +52.2% | -67.8% | -41.1% |
| YTD | +5.4% | +60.4% | -55.0% | -30.5% |
| 1Y | +5.2% | +51.0% | -45.8% | -27.4% |
| 3Y | +139.4% | +135.6% | +3.9% | +13.3% |
| 5Y | +66.7% | +107.5% | -40.8% | -11.7% |
| All | +1,351.8% | +591.8% | +760.0% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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