+1,351.8%
QLD vs NSC
+320.5%
+1,031.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.4% | +4.8% |
| 7D | -10.3% | -6.6% | -3.6% | -4.9% |
| 30D | -26.1% | +2.2% | -28.2% | -27.5% |
| 3M | -17.8% | -6.2% | -11.5% | -13.9% |
| 6M | -15.6% | +1.7% | -17.2% | -18.5% |
| YTD | +5.4% | +12.2% | -6.9% | -7.5% |
| 1Y | +5.2% | +15.4% | -10.2% | -10.0% |
| 3Y | +139.4% | +73.3% | +66.1% | +37.2% |
| 5Y | +66.7% | +24.7% | +42.0% | +29.9% |
| All | +1,351.8% | +320.5% | +1,031.3% | +455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling