-74.9%
NKE vs QLD
+77.5%
-152.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.8% | -3.5% | +1.0% |
| 7D | +1.9% | -1.4% | +3.4% | +2.1% |
| 30D | +14.9% | -19.6% | +34.5% | +22.8% |
| 3M | -3.4% | -14.1% | +10.8% | +0.6% |
| 6M | -7.9% | -13.6% | +5.7% | -5.7% |
| YTD | -35.8% | +12.5% | -48.3% | -41.0% |
| 1Y | -32.6% | +13.1% | -45.7% | -38.5% |
| 3Y | -60.0% | +154.7% | -214.8% | -75.4% |
| 5Y | -74.9% | +81.1% | -155.9% | -84.4% |
| All | -74.9% | +77.5% | -152.4% | -84.4% |
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