+1,728.6%
QLD vs NRG
+1,058.7%
+669.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +1.1% |
| 7D | +1.9% | +3.9% | -2.0% | -0.1% |
| 30D | -1.8% | -3.0% | +1.2% | -0.9% |
| 3M | -0.1% | -10.9% | +10.8% | +3.1% |
| 6M | +32.6% | -25.3% | +57.8% | +47.0% |
| YTD | +27.9% | -26.8% | +54.7% | +41.8% |
| 1Y | +40.3% | -23.3% | +63.6% | +50.9% |
| 3Y | +182.5% | +208.6% | -26.1% | +39.9% |
| 5Y | +122.5% | +194.1% | -71.6% | +11.3% |
| 10Y | +1,728.6% | +1,123.6% | +605.0% | +531.8% |
| All | +1,728.6% | +1,058.7% | +669.9% | +531.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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