+159.9%
QLD vs NVD
-98.8%
+258.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.7% | -1.9% | +9.7% |
| 7D | -1.4% | +23.8% | -25.2% | +7.1% |
| 30D | -19.6% | +57.0% | -76.6% | -4.6% |
| 3M | -14.1% | +41.6% | -55.7% | +0.2% |
| 6M | -13.6% | +17.6% | -31.2% | -1.2% |
| YTD | +12.5% | -21.4% | +33.9% | +17.8% |
| 1Y | +13.1% | -23.3% | +36.4% | +19.4% |
| 3Y | +154.7% | -98.7% | +253.4% | +9.1% |
| All | +159.9% | -98.8% | +258.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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