+8.4%
QLD vs NI
+6.6%
+1.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.7% |
| 7D | -1.4% | +0.4% | -1.9% | -1.4% |
| 30D | -19.6% | +11.3% | -30.9% | -19.5% |
| 3M | -14.1% | +6.5% | -20.6% | -14.0% |
| 6M | -13.6% | -2.3% | -11.4% | -13.5% |
| YTD | +12.5% | +10.8% | +1.7% | +5.3% |
| All | +8.4% | +6.6% | +1.8% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling