+1,646.5%
QLD vs NI
+137.0%
+1,509.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.9% |
| 7D | +3.0% | +2.3% | +0.7% | +1.5% |
| 30D | -1.8% | -1.7% | -0.2% | -0.9% |
| 3M | -1.8% | -8.0% | +6.2% | +2.8% |
| 6M | +36.9% | -8.6% | +45.5% | +43.1% |
| YTD | +28.7% | +2.3% | +26.4% | +24.8% |
| 1Y | +41.9% | +6.9% | +34.9% | +33.3% |
| 3Y | +184.2% | +70.6% | +113.7% | +92.5% |
| 5Y | +122.1% | +96.4% | +25.7% | +36.5% |
| 10Y | +1,646.5% | +136.1% | +1,510.3% | +911.7% |
| All | +1,646.5% | +137.0% | +1,509.5% | +911.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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