+1,542.6%
QLD vs NOC
+159.4%
+1,383.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +12.5% | +4.5% | +7.9% | +10.7% |
| 30D | -15.7% | +14.1% | -29.8% | -20.2% |
| 3M | -11.9% | -4.5% | -7.5% | -11.0% |
| 6M | -10.3% | -0.8% | -9.5% | -11.3% |
| YTD | +15.6% | -2.5% | +18.1% | +13.2% |
| 1Y | +12.1% | -0.1% | +12.2% | +8.3% |
| 3Y | +150.7% | +24.6% | +126.0% | +107.2% |
| 5Y | +86.6% | +65.6% | +21.0% | +19.9% |
| All | +1,542.6% | +159.4% | +1,383.1% | +700.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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