-73.5%
QID vs NTR
+36.8%
-110.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +1.3% | -1.3% | +2.6% | +1.1% |
| 30D | +2.9% | +16.8% | -13.8% | +5.7% |
| 3M | -0.7% | +20.7% | -21.5% | +2.7% |
| 6M | -29.7% | +0.5% | -30.2% | -29.9% |
| YTD | -27.9% | +29.2% | -57.1% | -22.8% |
| 1Y | -34.6% | +39.6% | -74.2% | -27.9% |
| 3Y | -73.5% | +37.9% | -111.4% | -69.4% |
| All | -73.5% | +36.8% | -110.3% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling