+1,657.6%
QLD vs NYT
+489.9%
+1,167.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.5% |
| 7D | -1.2% | -0.6% | -0.7% | -0.9% |
| 30D | -3.0% | +4.6% | -7.6% | -5.4% |
| 3M | -2.8% | -9.6% | +6.8% | +0.7% |
| 6M | +32.0% | -14.0% | +46.0% | +39.4% |
| YTD | +27.3% | -2.8% | +30.1% | +24.7% |
| 1Y | +37.9% | +15.6% | +22.3% | +21.3% |
| 3Y | +174.6% | +56.3% | +118.3% | +96.6% |
| 5Y | +124.8% | +39.5% | +85.3% | +66.3% |
| All | +1,657.6% | +489.9% | +1,167.7% | +734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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