+146.9%
NEM vs QLD
+66.7%
+80.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.5% |
| 7D | +13.4% | -10.3% | +23.7% | +15.6% |
| 30D | +6.5% | -26.1% | +32.6% | +12.6% |
| 3M | +14.9% | -17.8% | +32.7% | +19.0% |
| 6M | +5.5% | -15.6% | +21.1% | +8.7% |
| YTD | +21.9% | +5.4% | +16.5% | +21.0% |
| 1Y | +47.9% | +5.2% | +42.6% | +46.8% |
| 3Y | +238.2% | +139.4% | +98.7% | +195.9% |
| All | +146.9% | +66.7% | +80.2% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling