+27.2%
NXPI vs QLD
+77.5%
-50.4%
-46.5%
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 | -0.3% | -1.4% | +1.1% | +0.3% |
| 30D | +12.7% | -19.6% | +32.3% | +28.2% |
| 3M | +7.5% | -14.1% | +21.6% | +17.0% |
| 6M | -12.3% | -13.6% | +1.3% | -5.0% |
| YTD | +19.7% | +12.5% | +7.1% | +9.1% |
| 1Y | +27.6% | +13.1% | +14.4% | +15.5% |
| 3Y | +50.0% | +154.7% | -104.8% | -19.4% |
| 5Y | +27.2% | +81.1% | -53.9% | -19.5% |
| All | +27.2% | +77.5% | -50.4% | -19.5% |
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