+1,502.1%
QLD vs NOC
+160.0%
+1,342.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +7.0% | +4.8% | +2.2% | +5.1% |
| 30D | -14.3% | +11.0% | -25.4% | -18.0% |
| 3M | -16.0% | -3.8% | -12.2% | -15.3% |
| 6M | -14.2% | +0.6% | -14.9% | -15.7% |
| YTD | +12.8% | -2.3% | +15.0% | +10.3% |
| 1Y | +14.1% | +0.3% | +13.8% | +10.1% |
| 3Y | +146.0% | +24.6% | +121.4% | +103.4% |
| 5Y | +82.0% | +66.0% | +16.0% | +16.8% |
| All | +1,502.1% | +160.0% | +1,342.1% | +680.3% |
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