+1,502.1%
QLD vs NTRS
+189.6%
+1,312.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +7.0% | +3.2% | +3.8% | +4.5% |
| 30D | -14.3% | +9.6% | -23.9% | -19.9% |
| 3M | -16.0% | -6.0% | -10.0% | -11.7% |
| 6M | -14.2% | +10.4% | -24.6% | -20.7% |
| YTD | +12.8% | +32.5% | -19.7% | -10.8% |
| 1Y | +14.1% | +41.2% | -27.1% | -14.4% |
| 3Y | +146.0% | +173.4% | -27.4% | +7.3% |
| 5Y | +82.0% | +65.0% | +17.1% | +18.5% |
| All | +1,502.1% | +189.6% | +1,312.5% | +620.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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