+93.3%
QQQM vs NTAP
+165.5%
-72.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.7% | -1.4% |
| 7D | -0.6% | +7.4% | -7.9% | -2.6% |
| 30D | -1.2% | -1.4% | +0.2% | -1.0% |
| 3M | -0.1% | +24.6% | -24.7% | -6.5% |
| 6M | +18.0% | +105.9% | -87.9% | -6.9% |
| YTD | +16.7% | +88.5% | -71.8% | -5.5% |
| 1Y | +23.0% | +62.1% | -39.1% | +4.8% |
| 3Y | +93.3% | +169.1% | -75.7% | +40.9% |
| All | +93.3% | +165.5% | -72.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling