+141.1%
QLD vs NRG
+124.7%
+16.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.8% | +0.9% | -4.7% | -4.8% |
| 30D | -20.5% | -9.6% | -10.9% | -17.9% |
| 3M | -14.6% | -17.9% | +3.3% | -8.9% |
| 6M | -14.7% | -29.1% | +14.4% | -5.0% |
| YTD | +11.2% | -38.1% | +49.3% | +29.0% |
| 1Y | +7.1% | -40.9% | +48.0% | +26.7% |
| 3Y | +141.1% | +124.4% | +16.7% | +47.7% |
| All | +141.1% | +124.7% | +16.4% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling