+122.1%
QLD vs NTR
+51.1%
+71.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +3.0% | +3.8% | -0.9% | +1.8% |
| 30D | -1.8% | +25.2% | -27.1% | -8.2% |
| 3M | -1.8% | +21.0% | -22.8% | -7.7% |
| 6M | +36.9% | +7.6% | +29.3% | +32.1% |
| YTD | +28.7% | +32.9% | -4.2% | +14.8% |
| 1Y | +41.9% | +43.1% | -1.2% | +22.5% |
| 3Y | +184.2% | +41.6% | +142.6% | +140.8% |
| 5Y | +122.1% | +54.8% | +67.3% | +64.2% |
| All | +122.1% | +51.1% | +71.0% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling