+862.8%
QLD vs NTR
+103.7%
+759.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | -1.8% | +21.7% | -23.5% | -10.9% |
| 3M | -0.1% | +22.8% | -22.9% | -10.4% |
| 6M | +32.6% | +8.2% | +24.3% | +24.3% |
| YTD | +27.9% | +32.9% | -5.0% | +6.6% |
| 1Y | +40.3% | +45.3% | -5.1% | +10.5% |
| 3Y | +182.5% | +41.7% | +140.8% | +117.8% |
| 5Y | +122.5% | +49.8% | +72.7% | +45.5% |
| All | +862.8% | +103.7% | +759.1% | +365.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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