+238.2%
NEM vs QLD
+140.3%
+97.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.3% |
| 7D | +13.4% | -10.3% | +23.7% | +16.5% |
| 30D | +6.5% | -26.1% | +32.6% | +15.4% |
| 3M | +14.9% | -17.8% | +32.7% | +20.8% |
| 6M | +5.5% | -15.6% | +21.1% | +10.0% |
| YTD | +21.9% | +5.4% | +16.5% | +20.6% |
| 1Y | +47.9% | +5.2% | +42.6% | +46.3% |
| 3Y | +238.2% | +139.4% | +98.7% | +165.4% |
| All | +238.2% | +140.3% | +97.8% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling