+870.3%
QLD vs NTR
+100.5%
+769.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +0.6% | +8.1% | -7.5% | -3.2% |
| 30D | -0.1% | +18.8% | -18.9% | -8.4% |
| 3M | -8.4% | +16.2% | -24.6% | -15.5% |
| 6M | +32.2% | +9.8% | +22.4% | +22.9% |
| YTD | +28.9% | +30.9% | -2.0% | +8.3% |
| 1Y | +43.8% | +41.8% | +2.1% | +14.7% |
| 3Y | +176.6% | +35.8% | +140.8% | +118.3% |
| 5Y | +121.6% | +51.0% | +70.5% | +43.2% |
| All | +870.3% | +100.5% | +769.8% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling