+123.8%
NOK vs QLD
+1,470.2%
-1,346.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +4.2% |
| 7D | -1.4% | -1.4% | 0.0% | -0.8% |
| 30D | -21.0% | -19.6% | -1.5% | -13.9% |
| 3M | -12.6% | -14.1% | +1.5% | -6.8% |
| 6M | -36.2% | -13.6% | -22.6% | -31.4% |
| YTD | +26.4% | +12.5% | +13.9% | +23.7% |
| 1Y | +19.6% | +13.1% | +6.4% | +16.7% |
| 3Y | +152.6% | +154.7% | -2.2% | +76.8% |
| 5Y | +57.3% | +81.1% | -23.8% | +16.4% |
| 10Y | +123.8% | +1,418.0% | -1,294.2% | -34.1% |
| All | +123.8% | +1,470.2% | -1,346.5% | -34.1% |
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