+1,502.1%
QLD vs NTAP
+583.1%
+919.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -0.7% |
| 7D | +7.0% | +7.2% | -0.2% | +2.1% |
| 30D | -14.3% | -18.4% | +4.1% | -1.3% |
| 3M | -16.0% | -11.3% | -4.7% | -9.7% |
| 6M | -14.2% | +53.8% | -68.0% | -40.5% |
| YTD | +12.8% | +72.0% | -59.2% | -29.2% |
| 1Y | +14.1% | +68.0% | -54.0% | -27.1% |
| 3Y | +146.0% | +149.5% | -3.5% | +11.8% |
| 5Y | +82.0% | +125.6% | -43.6% | -9.0% |
| All | +1,502.1% | +583.1% | +919.0% | +308.9% |
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