+120.1%
NEM vs QLD
+89.4%
+30.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -5.9% | +12.5% | -18.4% | -8.1% |
| 30D | -2.6% | -15.7% | +13.1% | +0.5% |
| 3M | -4.2% | -11.9% | +7.7% | -2.1% |
| 6M | -5.5% | -10.3% | +4.8% | -3.9% |
| YTD | +13.5% | +15.6% | -2.1% | +10.6% |
| 1Y | +22.2% | +12.1% | +10.0% | +19.5% |
| 3Y | +249.0% | +150.7% | +98.3% | +200.9% |
| 5Y | +120.1% | +86.6% | +33.5% | +67.7% |
| All | +120.1% | +89.4% | +30.6% | +67.7% |
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