+9,127.5%
QLD vs NYT
+261.4%
+8,866.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +1.2% |
| 30D | -0.1% | +2.7% | -2.9% | -1.6% |
| 3M | -8.4% | -10.3% | +2.0% | -5.1% |
| 6M | +32.2% | -16.6% | +48.8% | +41.1% |
| YTD | +28.9% | -2.3% | +31.2% | +26.7% |
| 1Y | +43.8% | +15.0% | +28.8% | +29.6% |
| 3Y | +176.6% | +57.1% | +119.5% | +109.6% |
| 5Y | +121.6% | +37.2% | +84.4% | +77.9% |
| 10Y | +1,652.9% | +464.3% | +1,188.6% | +598.7% |
| All | +9,127.5% | +261.4% | +8,866.0% | +3,704.9% |
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