+67.2%
QLD vs NTAP
+106.9%
-39.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -10.3% | -15.1% | +4.8% | +0.8% |
| 30D | -26.1% | -28.1% | +2.0% | -6.9% |
| 3M | -17.8% | -11.4% | -6.3% | -11.7% |
| 6M | -15.6% | +52.2% | -67.8% | -42.9% |
| YTD | +5.4% | +60.4% | -55.0% | -33.2% |
| 1Y | +5.2% | +51.0% | -45.8% | -29.7% |
| 3Y | +139.4% | +135.6% | +3.9% | -5.0% |
| All | +67.2% | +106.9% | -39.7% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling