+23.0%
QQQ vs NTAP
+63.1%
-40.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.7% | -0.6% |
| 7D | -0.6% | +7.4% | -7.9% | -1.8% |
| 30D | -1.2% | -1.4% | +0.2% | -1.1% |
| 3M | -0.2% | +24.6% | -24.8% | -4.2% |
| 6M | +17.9% | +105.9% | -88.0% | +1.1% |
| YTD | +16.6% | +88.5% | -71.9% | +2.5% |
| 1Y | +23.0% | +62.1% | -39.1% | +14.0% |
| All | +23.0% | +63.1% | -40.1% | +14.0% |
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