+379.9%
NEM vs QLD
+1,536.4%
-1,156.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.9% | -2.0% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | +1.1% | -15.7% | +16.8% | +3.8% |
| 3M | +1.3% | -10.0% | +11.3% | +2.8% |
| 6M | -1.4% | -11.2% | +9.8% | +0.2% |
| YTD | +19.4% | +16.4% | +3.1% | +16.5% |
| 1Y | +32.9% | +12.7% | +20.3% | +30.3% |
| 3Y | +267.0% | +152.3% | +114.7% | +217.1% |
| 5Y | +131.0% | +91.8% | +39.2% | +98.3% |
| 10Y | +379.9% | +1,520.2% | -1,140.3% | +197.9% |
| All | +379.9% | +1,536.4% | -1,156.5% | +197.9% |
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