+302.3%
NEM vs QID
-99.2%
+401.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.2% |
| 7D | -1.0% | +1.3% | -2.3% | -0.8% |
| 30D | +7.8% | +2.9% | +4.9% | +8.4% |
| 3M | +30.2% | -0.7% | +30.9% | +30.9% |
| 6M | +9.6% | -29.7% | +39.3% | +5.5% |
| YTD | +27.8% | -27.9% | +55.7% | +23.8% |
| 1Y | +60.7% | -34.6% | +95.3% | +54.2% |
| 3Y | +245.3% | -73.5% | +318.8% | +201.4% |
| 5Y | +155.3% | -81.0% | +236.3% | +120.0% |
| All | +302.3% | -99.2% | +401.5% | +140.2% |
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