+139.4%
QLD vs NI
+87.8%
+51.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | -10.3% | -0.9% | -9.3% | -9.9% |
| 30D | -26.1% | +9.6% | -35.7% | -28.0% |
| 3M | -17.8% | +2.5% | -20.2% | -18.3% |
| 6M | -15.6% | -5.8% | -9.7% | -14.1% |
| YTD | +5.4% | +8.6% | -3.2% | +0.7% |
| 1Y | +5.2% | +6.0% | -0.7% | +1.7% |
| 3Y | +139.4% | +91.0% | +48.4% | +103.3% |
| All | +139.4% | +87.8% | +51.6% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling