+197.6%
QLD vs NVD
-99.2%
+296.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | -0.1% |
| 7D | +0.6% | -11.1% | +11.7% | -3.1% |
| 30D | -0.1% | -13.3% | +13.1% | -3.5% |
| 3M | -8.4% | -19.8% | +11.5% | -10.9% |
| 6M | +32.2% | -48.8% | +81.0% | +14.8% |
| YTD | +28.9% | -49.7% | +78.6% | +13.3% |
| 1Y | +43.8% | -61.4% | +105.2% | +20.5% |
| 3Y | +176.6% | -99.1% | +275.7% | +1.4% |
| All | +197.6% | -99.2% | +296.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling