+1,520.2%
QLD vs NOC
+163.6%
+1,356.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | -1.2% | +4.9% | -6.1% | -2.9% |
| 30D | -15.7% | +13.6% | -29.3% | -20.1% |
| 3M | -10.0% | -3.9% | -6.2% | -9.3% |
| 6M | -11.2% | +1.4% | -12.6% | -13.1% |
| YTD | +16.4% | -2.2% | +18.6% | +13.7% |
| 1Y | +12.7% | -1.2% | +13.9% | +9.5% |
| 3Y | +152.3% | +25.0% | +127.3% | +108.4% |
| 5Y | +91.8% | +66.0% | +25.8% | +23.2% |
| 10Y | +1,520.2% | +161.4% | +1,358.8% | +693.1% |
| All | +1,520.2% | +163.6% | +1,356.6% | +693.1% |
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