+168.7%
QLD vs NVD
-98.7%
+267.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.8% | +10.4% | +2.7% |
| 7D | -1.2% | +27.3% | -28.5% | +8.6% |
| 30D | -15.7% | +59.9% | -75.7% | +0.8% |
| 3M | -10.0% | +39.4% | -49.5% | +4.7% |
| 6M | -11.2% | +27.6% | -38.8% | +4.5% |
| YTD | +16.4% | -17.9% | +34.3% | +23.9% |
| 1Y | +12.7% | -14.5% | +27.1% | +23.0% |
| 3Y | +152.3% | -98.6% | +250.8% | +12.2% |
| All | +168.7% | -98.7% | +267.4% | +14.5% |
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