+146.0%
QLD vs NVD
-98.4%
+244.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -1.2% |
| 7D | +7.0% | +28.6% | -21.6% | +16.5% |
| 30D | -14.3% | +73.6% | -87.9% | +5.1% |
| 3M | -16.0% | +70.1% | -86.1% | +4.1% |
| 6M | -14.2% | +53.6% | -67.8% | +7.1% |
| YTD | +12.8% | -7.0% | +19.7% | +25.2% |
| 1Y | +14.1% | -9.0% | +23.1% | +27.1% |
| 3Y | +146.0% | -98.3% | +244.3% | +27.9% |
| All | +146.0% | -98.4% | +244.3% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling