+9,127.5%
QLD vs NTAP
+644.7%
+8,482.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | -0.8% | +1.3% | +1.1% |
| 30D | -0.1% | -0.5% | +0.4% | -0.3% |
| 3M | -8.4% | +4.1% | -12.4% | -11.6% |
| 6M | +32.2% | +88.0% | -55.7% | -20.1% |
| YTD | +28.9% | +75.6% | -46.7% | -19.0% |
| 1Y | +43.8% | +58.9% | -15.1% | -3.0% |
| 3Y | +176.6% | +153.6% | +23.0% | +29.1% |
| 5Y | +121.6% | +127.6% | -6.1% | +14.8% |
| 10Y | +1,652.9% | +580.4% | +1,072.5% | +285.9% |
| All | +9,127.5% | +644.7% | +8,482.7% | +1,183.6% |
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