+112.5%
NET vs QLD
+121.5%
-9.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -7.0% | +0.6% | -7.5% | -7.3% |
| 30D | -4.8% | -0.1% | -4.7% | -4.2% |
| 3M | +3.8% | -8.4% | +12.2% | +9.5% |
| 6M | +50.0% | +32.2% | +17.8% | +9.0% |
| YTD | +41.5% | +28.9% | +12.6% | +5.2% |
| 1Y | +32.8% | +43.8% | -11.0% | -11.6% |
| 3Y | +335.9% | +176.6% | +159.3% | +32.9% |
| All | +112.5% | +121.5% | -9.1% | -14.8% |
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