+121.0%
QLD vs NOC
+53.6%
+67.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +0.6% | -5.2% | +5.7% | +0.8% |
| 30D | -0.1% | -7.2% | +7.1% | +0.2% |
| 3M | -8.4% | -5.1% | -3.3% | -8.2% |
| 6M | +32.2% | -31.1% | +63.3% | +36.1% |
| YTD | +28.9% | -8.6% | +37.5% | +28.9% |
| 1Y | +43.8% | -9.7% | +53.6% | +44.0% |
| 3Y | +176.6% | +24.3% | +152.3% | +160.8% |
| All | +121.0% | +53.6% | +67.4% | +97.1% |
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 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