+7.1%
QLD vs NSC
+17.7%
-10.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -3.8% | -3.4% | -0.4% | -3.5% |
| 30D | -20.5% | +3.6% | -24.2% | -20.1% |
| 3M | -14.6% | -1.4% | -13.2% | -14.1% |
| 6M | -14.7% | +6.0% | -20.6% | -14.9% |
| YTD | +11.2% | +15.5% | -4.3% | +8.1% |
| 1Y | +7.1% | +16.2% | -9.1% | +2.4% |
| All | +7.1% | +17.7% | -10.6% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling