+84.3%
QLD vs NRG
+217.3%
-133.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.8% | +0.9% | -4.7% | -5.0% |
| 30D | -20.5% | -9.6% | -10.9% | -17.4% |
| 3M | -14.6% | -17.9% | +3.3% | -8.0% |
| 6M | -14.7% | -29.1% | +14.4% | -3.4% |
| YTD | +11.2% | -38.1% | +49.3% | +31.7% |
| 1Y | +7.1% | -40.9% | +48.0% | +29.7% |
| 3Y | +141.1% | +124.4% | +16.7% | +17.7% |
| 5Y | +84.3% | +215.7% | -131.4% | -29.3% |
| All | +84.3% | +217.3% | -133.0% | -29.3% |
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