+7,971.7%
QLD vs NTRS
+435.9%
+7,535.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.0% |
| 3M | -16.0% | -6.0% | -10.0% | -11.6% |
| 6M | -14.2% | +10.4% | -24.6% | -20.8% |
| 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% | +7.7% |
| 5Y | +82.0% | +65.0% | +17.1% | +18.3% |
| 10Y | +1,470.1% | +192.3% | +1,277.8% | +512.9% |
| All | +7,971.7% | +435.9% | +7,535.8% | +1,545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling