+377.4%
QQQ vs NTR
+103.7%
+273.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | -0.6% | +21.7% | -22.4% | -5.3% |
| 3M | +1.3% | +22.8% | -21.5% | -3.9% |
| 6M | +18.1% | +8.2% | +9.9% | +14.8% |
| YTD | +16.9% | +32.9% | -16.0% | +7.2% |
| 1Y | +24.0% | +45.3% | -21.3% | +10.6% |
| 3Y | +95.6% | +41.7% | +54.0% | +72.5% |
| 5Y | +94.5% | +49.8% | +44.7% | +57.6% |
| All | +377.4% | +103.7% | +273.7% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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