+194.4%
NXPI vs QLD
+1,646.9%
-1,452.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | +1.9% | +0.6% | +1.3% | +1.5% |
| 30D | -1.4% | -0.1% | -1.3% | -1.5% |
| 3M | -29.1% | -8.4% | -20.7% | -25.4% |
| 6M | +6.2% | +32.2% | -26.0% | -10.4% |
| YTD | +5.9% | +28.9% | -23.0% | -9.6% |
| 1Y | +2.9% | +43.8% | -40.9% | -18.0% |
| 3Y | +14.5% | +176.6% | -162.1% | -38.8% |
| 5Y | +17.1% | +121.6% | -104.5% | -33.3% |
| All | +194.4% | +1,646.9% | -1,452.5% | -31.4% |
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 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