+1,481.8%
QQQ vs NTAP
+2,095.6%
-613.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +3.6% | +7.2% | -3.6% | +1.4% |
| 30D | -6.7% | -18.4% | +11.6% | -0.8% |
| 3M | -7.0% | -11.3% | +4.3% | -4.2% |
| 6M | -4.7% | +53.8% | -58.4% | -18.9% |
| YTD | +11.1% | +72.0% | -60.9% | -9.5% |
| 1Y | +12.3% | +68.0% | -55.8% | -7.9% |
| 3Y | +83.3% | +149.5% | -66.2% | +29.2% |
| 5Y | +77.5% | +125.6% | -48.1% | +28.5% |
| 10Y | +528.3% | +583.1% | -54.9% | +200.0% |
| All | +1,481.8% | +2,095.6% | -613.8% | +214.8% |
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