+34.6%
NEM vs QLD
+8.0%
+26.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | +11.6% | -3.8% | +15.4% | +12.9% |
| 30D | +1.8% | -20.5% | +22.3% | +14.0% |
| 3M | +2.5% | -14.6% | +17.1% | +10.0% |
| 6M | +3.4% | -14.7% | +18.1% | +9.6% |
| YTD | +20.9% | +11.2% | +9.7% | +8.9% |
| All | +34.6% | +8.0% | +26.6% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling