Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NET vs QLD✓SelectedUSD · QLDNET vs QLD performance historyLatest closeAs of-1.96%09/04
Stock and ETF performance explorer

NET vs QLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+327.1%
QLD return
+178.0%
Excess return
+149.1%
Maximum drawdown
-45.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioQLDExcessAlpha
1D-2.0%+0.3%-2.3%-2.2%
7D-7.0%+0.6%-7.5%-7.2%
30D-4.8%-0.1%-4.7%-4.3%
3M+3.8%-8.4%+12.2%+8.6%
6M+50.0%+32.2%+17.8%+19.0%
YTD+41.5%+28.9%+12.6%+14.4%
1Y+32.8%+43.8%-11.0%-0.8%
All+327.1%+178.0%+149.1%+77.7%

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 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