+122.1%
QLD vs NRG
+204.8%
-82.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +3.0% | +9.3% | -6.3% | -1.3% |
| 30D | -1.8% | +1.3% | -3.1% | -2.8% |
| 3M | -1.8% | -6.0% | +4.2% | -1.3% |
| 6M | +36.9% | -22.0% | +58.9% | +48.6% |
| YTD | +28.7% | -24.1% | +52.8% | +40.2% |
| 1Y | +41.9% | -18.0% | +59.9% | +47.3% |
| 3Y | +184.2% | +220.0% | -35.8% | +22.4% |
| 5Y | +122.1% | +201.1% | -79.0% | +3.5% |
| All | +122.1% | +204.8% | -82.6% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling