+208.7%
NRG vs QID
-73.7%
+282.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +0.7% |
| 7D | -4.7% | +1.3% | -5.9% | -4.0% |
| 30D | -6.0% | +2.9% | -8.9% | -4.2% |
| 3M | -8.0% | -0.7% | -7.2% | -7.3% |
| 6M | -23.2% | -29.7% | +6.5% | -35.3% |
| YTD | -28.1% | -27.9% | -0.2% | -38.0% |
| 1Y | -27.3% | -34.6% | +7.3% | -39.5% |
| 3Y | +208.7% | -73.5% | +282.2% | +95.4% |
| All | +208.7% | -73.7% | +282.4% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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