+12.3%
QQQ vs NTAP
+66.6%
-54.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -4.6% | -16.1% | +11.5% | -1.7% |
| 30D | -8.5% | -15.9% | +7.4% | -5.8% |
| 3M | -4.3% | -1.2% | -3.1% | -4.1% |
| 6M | +3.1% | +70.1% | -67.0% | -6.4% |
| YTD | +13.0% | +77.9% | -64.9% | +1.6% |
| 1Y | +12.3% | +68.1% | -55.9% | +3.2% |
| All | +12.3% | +66.6% | -54.3% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling