+8,229.2%
QLD vs NTAP
+636.5%
+7,592.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.6% | +1.8% |
| 7D | -1.2% | -2.4% | +1.2% | +1.0% |
| 30D | -15.7% | -23.4% | +7.7% | +1.6% |
| 3M | -10.0% | -7.5% | -2.5% | -6.0% |
| 6M | -11.2% | +56.4% | -67.6% | -38.9% |
| YTD | +16.4% | +73.6% | -57.3% | -26.9% |
| 1Y | +12.7% | +68.4% | -55.7% | -27.7% |
| 3Y | +152.3% | +150.6% | +1.7% | +17.6% |
| 5Y | +91.8% | +122.5% | -30.7% | +0.3% |
| 10Y | +1,520.2% | +589.7% | +930.5% | +251.1% |
| All | +8,229.2% | +636.5% | +7,592.7% | +1,057.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling