+558.6%
QQQ vs NTAP
+650.8%
-92.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.7% | -2.1% |
| 7D | -0.6% | +7.4% | -7.9% | -3.1% |
| 30D | -1.2% | -1.4% | +0.2% | -1.0% |
| 3M | -0.2% | +24.6% | -24.8% | -8.2% |
| 6M | +17.9% | +105.9% | -88.0% | -11.3% |
| YTD | +16.6% | +88.5% | -71.9% | -9.8% |
| 1Y | +23.0% | +62.1% | -39.1% | +0.4% |
| 3Y | +92.9% | +169.1% | -76.1% | +25.9% |
| 5Y | +95.6% | +141.9% | -46.3% | +30.5% |
| All | +558.6% | +650.8% | -92.2% | +199.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling