+1,627.6%
QLD vs NTRS
+256.1%
+1,371.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -3.2% |
| 7D | -2.6% | +0.3% | -2.9% | -2.9% |
| 30D | -3.3% | +0.2% | -3.4% | -3.5% |
| 3M | +1.8% | +13.2% | -11.4% | -7.9% |
| 6M | +29.7% | +36.9% | -7.2% | +0.3% |
| YTD | +25.1% | +39.1% | -14.0% | -4.9% |
| 1Y | +37.1% | +50.4% | -13.3% | -2.3% |
| 3Y | +176.3% | +166.8% | +9.5% | +22.8% |
| 5Y | +121.0% | +92.9% | +28.1% | +27.0% |
| All | +1,627.6% | +256.1% | +1,371.5% | +570.8% |
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