+72.7%
NEM vs QID
-38.2%
+110.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -2.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.1% |
| 30D | +23.1% | 0.0% | +23.1% | +23.4% |
| 3M | +18.5% | +3.7% | +14.8% | +24.0% |
| 6M | +7.8% | -29.9% | +37.6% | -6.3% |
| YTD | +29.1% | -28.8% | +57.9% | +13.8% |
| 1Y | +72.7% | -37.2% | +109.8% | +44.6% |
| All | +72.7% | -38.2% | +110.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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