+250.5%
NEM vs QID
-73.9%
+324.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.4% |
| 7D | +3.1% | -1.9% | +5.0% | +2.5% |
| 30D | +10.0% | +1.7% | +8.3% | +10.6% |
| 3M | +30.9% | -3.9% | +34.8% | +30.9% |
| 6M | +10.5% | -30.0% | +40.5% | +3.9% |
| YTD | +29.7% | -28.2% | +58.0% | +23.1% |
| 1Y | +71.1% | -35.6% | +106.8% | +59.9% |
| All | +250.5% | -73.9% | +324.3% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling