+9,127.5%
QLD vs NRG
+585.0%
+8,542.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -2.8% |
| 7D | +0.6% | +7.1% | -6.5% | -2.9% |
| 30D | -0.1% | -1.4% | +1.3% | +0.1% |
| 3M | -8.4% | -10.5% | +2.1% | -5.4% |
| 6M | +32.2% | -26.7% | +58.9% | +48.6% |
| YTD | +28.9% | -24.5% | +53.4% | +41.3% |
| 1Y | +43.8% | -18.6% | +62.4% | +50.6% |
| 3Y | +176.6% | +227.1% | -50.6% | +34.6% |
| 5Y | +121.6% | +198.8% | -77.2% | +11.2% |
| 10Y | +1,652.9% | +1,122.3% | +530.7% | +309.2% |
| All | +9,127.5% | +585.0% | +8,542.4% | +2,845.9% |
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