+7,256.1%
QLD vs NTAP
+581.2%
+6,674.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.7% | -3.0% | -5.9% |
| 7D | -18.6% | -22.5% | +3.9% | -2.7% |
| 30D | -28.3% | -25.7% | -2.6% | -11.9% |
| 3M | -20.4% | -9.0% | -11.4% | -16.2% |
| 6M | -14.3% | +49.2% | -63.5% | -39.2% |
| YTD | +2.8% | +60.6% | -57.8% | -31.9% |
| 1Y | -1.2% | +48.7% | -49.9% | -30.8% |
| 3Y | +135.3% | +135.6% | -0.3% | +14.3% |
| 5Y | +62.6% | +107.8% | -45.2% | -10.9% |
| 10Y | +1,384.3% | +609.4% | +774.9% | +214.7% |
| All | +7,256.1% | +581.2% | +6,674.9% | +978.6% |
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