+82.1%
QLD vs NI
+113.9%
-31.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +7.0% | +4.3% | +2.7% | +4.7% |
| 30D | -14.3% | +12.4% | -26.7% | -19.5% |
| 3M | -16.0% | +10.2% | -26.2% | -20.3% |
| 6M | -14.2% | -0.8% | -13.4% | -14.4% |
| YTD | +12.8% | +13.2% | -0.5% | +3.3% |
| 1Y | +14.1% | +10.1% | +4.0% | +6.3% |
| 3Y | +146.0% | +103.1% | +42.9% | +51.2% |
| All | +82.1% | +113.9% | -31.8% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling