+146.0%
QLD vs NUE
+72.4%
+73.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -0.8% |
| 7D | +7.0% | +2.8% | +4.2% | +5.6% |
| 30D | -14.3% | -2.1% | -12.2% | -13.1% |
| 3M | -16.0% | -7.3% | -8.7% | -13.1% |
| 6M | -14.2% | +8.9% | -23.1% | -18.5% |
| YTD | +12.8% | +55.6% | -42.9% | -11.4% |
| 1Y | +14.1% | +74.7% | -60.6% | -15.8% |
| 3Y | +146.0% | +71.7% | +74.3% | +68.4% |
| All | +146.0% | +72.4% | +73.5% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling