+7,859.7%
QLD vs NRG
+461.7%
+7,398.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% |
| 3M | -14.6% | -17.9% | +3.3% | -7.7% |
| 6M | -14.7% | -29.1% | +14.4% | -2.9% |
| YTD | +11.2% | -38.1% | +49.3% | +32.4% |
| 1Y | +7.1% | -40.9% | +48.0% | +30.3% |
| 3Y | +141.1% | +124.4% | +16.7% | +39.8% |
| 5Y | +84.3% | +215.7% | -131.4% | -10.8% |
| 10Y | +1,450.1% | +981.5% | +468.6% | +283.4% |
| All | +7,859.7% | +461.7% | +7,398.0% | +2,661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling