+9,127.5%
QLD vs NSC
+953.7%
+8,173.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | +0.6% | -5.5% | +6.1% | +5.4% |
| 30D | -0.1% | -3.2% | +3.1% | +2.4% |
| 3M | -8.4% | +7.7% | -16.0% | -15.0% |
| 6M | +32.2% | +4.5% | +27.7% | +24.5% |
| YTD | +28.9% | +15.6% | +13.3% | +10.8% |
| 1Y | +43.8% | +19.8% | +24.0% | +19.5% |
| 3Y | +176.6% | +70.1% | +106.5% | +63.5% |
| 5Y | +121.6% | +46.1% | +75.4% | +51.5% |
| 10Y | +1,652.9% | +328.1% | +1,324.8% | +367.4% |
| All | +9,127.5% | +953.7% | +8,173.8% | +1,109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling