+344.1%
NEM vs QID
-99.0%
+443.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.9% |
| 7D | -6.4% | -7.1% | +0.7% | -7.5% |
| 30D | +1.4% | +12.6% | -11.2% | +3.8% |
| 3M | -0.7% | +14.2% | -15.0% | +2.1% |
| 6M | -4.5% | +6.2% | -10.7% | -1.9% |
| YTD | +14.0% | -21.8% | +35.8% | +12.6% |
| 1Y | +27.3% | -23.1% | +50.4% | +25.6% |
| 3Y | +250.5% | -71.3% | +321.8% | +211.4% |
| 5Y | +121.1% | -77.0% | +198.1% | +96.9% |
| All | +344.1% | -99.0% | +443.2% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling