+82.1%
QLD vs NSC
+31.3%
+50.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.3% |
| 7D | +7.0% | +2.5% | +4.5% | +5.2% |
| 30D | -14.3% | +1.7% | -16.0% | -15.3% |
| 3M | -16.0% | -2.6% | -13.4% | -14.7% |
| 6M | -14.2% | +6.4% | -20.7% | -19.7% |
| YTD | +12.8% | +15.5% | -2.7% | -2.2% |
| 1Y | +14.1% | +17.6% | -3.5% | -2.8% |
| 3Y | +146.0% | +75.0% | +71.0% | +37.8% |
| All | +82.1% | +31.3% | +50.8% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling