+1,381.0%
NET vs QLD
+565.5%
+815.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -4.0% |
| 7D | -16.4% | -9.4% | -7.0% | -9.8% |
| 30D | -25.8% | -17.1% | -8.8% | -14.6% |
| 3M | -11.5% | -10.4% | -1.1% | -3.6% |
| 6M | +18.9% | +0.7% | +18.2% | +14.6% |
| YTD | +35.2% | +17.7% | +17.5% | +14.4% |
| 1Y | +14.5% | +14.7% | -0.2% | -1.4% |
| 3Y | +313.8% | +169.6% | +144.2% | +74.6% |
| 5Y | +32.6% | +86.7% | -54.1% | -28.2% |
| All | +1,381.0% | +565.5% | +815.5% | +335.5% |
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