+86.6%
QLD vs NYT
+56.4%
+30.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | +12.5% | +9.0% | +3.5% | +7.6% |
| 30D | -15.7% | +6.8% | -22.5% | -18.7% |
| 3M | -11.9% | +12.1% | -24.1% | -18.1% |
| 6M | -10.3% | -7.7% | -2.5% | -8.8% |
| YTD | +15.6% | +4.2% | +11.4% | +7.2% |
| 1Y | +12.1% | +14.3% | -2.2% | -2.6% |
| 3Y | +150.7% | +69.8% | +80.9% | +56.9% |
| 5Y | +86.6% | +57.7% | +29.0% | +13.2% |
| All | +86.6% | +56.4% | +30.2% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling