+16.5%
NU vs QLD
+67.7%
-51.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | -0.1% | +1.0% |
| 7D | +3.6% | -10.3% | +13.9% | +9.8% |
| 30D | -22.8% | -26.1% | +3.3% | -8.7% |
| 3M | -14.8% | -17.8% | +2.9% | -5.6% |
| 6M | -16.9% | -15.6% | -1.4% | -11.8% |
| YTD | -28.1% | +5.4% | -33.5% | -34.1% |
| 1Y | -24.5% | +5.2% | -29.8% | -31.0% |
| 3Y | +44.8% | +139.4% | -94.7% | -28.4% |
| All | +16.5% | +67.7% | -51.2% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling