+67.2%
QLD vs NI
+104.4%
-37.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -10.3% | -0.9% | -9.3% | -9.7% |
| 30D | -26.1% | +9.6% | -35.7% | -29.6% |
| 3M | -17.8% | +2.5% | -20.2% | -18.9% |
| 6M | -15.6% | -5.8% | -9.7% | -13.4% |
| YTD | +5.4% | +8.6% | -3.2% | -1.3% |
| 1Y | +5.2% | +6.0% | -0.7% | 0.0% |
| 3Y | +139.4% | +91.0% | +48.4% | +53.2% |
| All | +67.2% | +104.4% | -37.2% | +4.9% |
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