+67.2%
QLD vs NOC
+56.0%
+11.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | -10.3% | -5.8% | -4.4% | -10.1% |
| 30D | -26.1% | +10.9% | -36.9% | -26.4% |
| 3M | -17.8% | -7.1% | -10.6% | -17.4% |
| 6M | -15.6% | -5.3% | -10.2% | -15.3% |
| YTD | +5.4% | -6.8% | +12.2% | +5.3% |
| 1Y | +5.2% | -6.7% | +11.9% | +5.1% |
| 3Y | +139.4% | +17.2% | +122.3% | +129.6% |
| All | +67.2% | +56.0% | +11.2% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling