+9,127.5%
QLD vs NTRS
+461.1%
+8,666.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -0.1% | +1.7% | -1.8% | -1.6% |
| 3M | -8.4% | +8.9% | -17.2% | -14.5% |
| 6M | +32.2% | +30.6% | +1.6% | +6.0% |
| YTD | +28.9% | +38.7% | -9.8% | -1.9% |
| 1Y | +43.8% | +48.1% | -4.3% | +3.5% |
| 3Y | +176.6% | +165.5% | +11.1% | +22.9% |
| 5Y | +121.6% | +85.6% | +36.0% | +30.4% |
| 10Y | +1,652.9% | +246.1% | +1,406.8% | +494.9% |
| All | +9,127.5% | +461.1% | +8,666.4% | +1,709.4% |
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