+139.4%
QLD vs NSC
+74.1%
+65.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.4% | +3.9% |
| 7D | -10.3% | -6.6% | -3.6% | -7.1% |
| 30D | -26.1% | +2.2% | -28.2% | -26.8% |
| 3M | -17.8% | -6.2% | -11.5% | -15.3% |
| 6M | -15.6% | +1.7% | -17.2% | -17.3% |
| YTD | +5.4% | +12.2% | -6.9% | -3.2% |
| 1Y | +5.2% | +15.4% | -10.2% | -5.2% |
| 3Y | +139.4% | +73.3% | +66.1% | +74.8% |
| All | +139.4% | +74.1% | +65.4% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling