+8,175.3%
QLD vs NYT
+285.3%
+7,890.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | +12.5% | +9.0% | +3.5% | +7.9% |
| 30D | -15.7% | +6.8% | -22.5% | -18.4% |
| 3M | -11.9% | +12.1% | -24.1% | -17.5% |
| 6M | -10.3% | -7.7% | -2.5% | -9.2% |
| YTD | +15.6% | +4.2% | +11.4% | +9.2% |
| 1Y | +12.1% | +14.3% | -2.2% | +0.9% |
| 3Y | +150.7% | +69.8% | +80.9% | +81.5% |
| 5Y | +86.6% | +57.7% | +29.0% | +39.6% |
| 10Y | +1,509.7% | +538.7% | +971.0% | +500.5% |
| All | +8,175.3% | +285.3% | +7,890.0% | +3,180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling