+290.5%
NEM vs QLD
+1,646.9%
-1,356.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +23.1% | -0.1% | +23.2% | +23.1% |
| 3M | +18.5% | -8.4% | +26.8% | +20.0% |
| 6M | +7.8% | +32.2% | -24.4% | +3.2% |
| YTD | +29.1% | +28.9% | +0.2% | +24.1% |
| 1Y | +72.7% | +43.8% | +28.8% | +63.3% |
| 3Y | +248.7% | +176.6% | +72.1% | +196.0% |
| 5Y | +148.7% | +121.6% | +27.1% | +108.3% |
| All | +290.5% | +1,646.9% | -1,356.4% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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