+7,443.4%
QLD vs NDAQ
+1,415.5%
+6,027.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.3% |
| 7D | -10.3% | +0.8% | -11.1% | -10.7% |
| 30D | -26.1% | +16.5% | -42.6% | -34.8% |
| 3M | -17.8% | +13.5% | -31.2% | -26.1% |
| 6M | -15.6% | +20.9% | -36.5% | -29.3% |
| YTD | +5.4% | +11.4% | -6.0% | -7.1% |
| 1Y | +5.2% | +25.9% | -20.7% | -16.0% |
| 3Y | +139.4% | +119.9% | +19.6% | +24.1% |
| 5Y | +66.7% | +61.7% | +5.0% | +13.3% |
| 10Y | +1,422.1% | +481.6% | +940.5% | +335.7% |
| All | +7,443.4% | +1,415.5% | +6,027.9% | +974.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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