+14.1%
QLD vs NRG
-41.3%
+55.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +7.0% | +10.0% | -3.0% | +4.2% |
| 30D | -14.3% | -3.2% | -11.1% | -14.2% |
| 3M | -16.0% | -18.5% | +2.5% | -12.1% |
| 6M | -14.2% | -25.3% | +11.1% | -9.7% |
| YTD | +12.8% | -38.1% | +50.9% | +23.6% |
| 1Y | +14.1% | -40.7% | +54.8% | +27.4% |
| All | +14.1% | -41.3% | +55.3% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling