+1,570.9%
QQQ vs NTAP
+2,141.6%
-570.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.4% | -0.8% | +1.1% | +0.6% |
| 30D | +0.2% | -0.5% | +0.8% | +0.2% |
| 3M | -2.8% | +4.1% | -6.9% | -4.5% |
| 6M | +18.0% | +88.0% | -70.0% | -5.6% |
| YTD | +17.3% | +75.6% | -58.3% | -4.4% |
| 1Y | +25.6% | +58.9% | -33.3% | +5.4% |
| 3Y | +93.7% | +153.6% | -59.8% | +36.8% |
| 5Y | +94.2% | +127.6% | -33.5% | +40.9% |
| 10Y | +557.9% | +580.4% | -22.5% | +216.1% |
| All | +1,570.9% | +2,141.6% | -570.7% | +232.5% |
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