+1,628.2%
QLD vs NSC
+324.6%
+1,303.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | +0.6% | -5.5% | +6.1% | +5.3% |
| 30D | -0.1% | -3.2% | +3.1% | +2.3% |
| 3M | -8.4% | +7.7% | -16.0% | -14.9% |
| 6M | +32.2% | +4.5% | +27.7% | +24.6% |
| YTD | +28.9% | +15.6% | +13.3% | +10.9% |
| 1Y | +43.8% | +19.8% | +24.0% | +19.6% |
| 3Y | +176.6% | +70.1% | +106.5% | +61.8% |
| 5Y | +121.6% | +46.1% | +75.4% | +50.7% |
| All | +1,628.2% | +324.6% | +1,303.6% | +424.2% |
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