+1,450.1%
QLD vs NTAP
+575.4%
+874.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.8% | -7.8% | +4.0% | +2.1% |
| 30D | -20.5% | -25.8% | +5.2% | -2.4% |
| 3M | -14.6% | -11.2% | -3.4% | -8.3% |
| 6M | -14.7% | +49.9% | -64.6% | -39.7% |
| YTD | +11.2% | +66.9% | -55.7% | -28.6% |
| 1Y | +7.1% | +58.8% | -51.7% | -28.7% |
| 3Y | +141.1% | +140.8% | +0.3% | +12.5% |
| 5Y | +84.3% | +115.0% | -30.7% | -4.8% |
| 10Y | +1,450.1% | +570.8% | +879.3% | +312.8% |
| All | +1,450.1% | +575.4% | +874.6% | +312.8% |
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