+197.1%
QLD vs NVD
-99.2%
+296.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | +1.1% |
| 7D | +3.0% | -7.7% | +10.6% | +0.5% |
| 30D | -1.8% | -5.8% | +4.0% | -2.6% |
| 3M | -1.8% | -23.2% | +21.4% | -6.3% |
| 6M | +36.9% | -49.7% | +86.6% | +18.1% |
| YTD | +28.7% | -47.7% | +76.4% | +14.6% |
| 1Y | +41.9% | -61.3% | +103.2% | +18.9% |
| 3Y | +184.2% | -99.2% | +283.4% | +1.3% |
| All | +197.1% | -99.2% | +296.3% | +5.9% |
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