+139.4%
QLD vs NTR
+42.2%
+97.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.7% |
| 7D | -10.3% | +3.0% | -13.2% | -10.6% |
| 30D | -26.1% | +2.2% | -28.2% | -26.3% |
| 3M | -17.8% | +7.9% | -25.6% | -18.9% |
| 6M | -15.6% | -1.5% | -14.0% | -15.7% |
| YTD | +5.4% | +18.6% | -13.2% | -1.0% |
| 1Y | +5.2% | +31.7% | -26.5% | -4.6% |
| 3Y | +139.4% | +46.4% | +93.0% | +101.1% |
| All | +139.4% | +42.2% | +97.3% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling