-37.2%
QID vs NTR
+43.1%
-80.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -0.6% | +8.1% | -8.7% | -1.2% |
| 30D | 0.0% | +18.8% | -18.8% | -1.2% |
| 3M | +3.7% | +16.2% | -12.5% | +2.7% |
| 6M | -29.9% | +9.8% | -39.6% | -29.8% |
| YTD | -28.8% | +30.9% | -59.6% | -28.0% |
| 1Y | -37.2% | +41.8% | -78.9% | -36.0% |
| All | -37.2% | +43.1% | -80.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling