-99.1%
NVD vs QS
-26.0%
-73.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.2% | +4.3% |
| 7D | +9.0% | -5.0% | +14.0% | +7.9% |
| 30D | -5.5% | -18.3% | +12.8% | -9.2% |
| 3M | -24.6% | -26.0% | +1.4% | -28.0% |
| 6M | -42.1% | -24.0% | -18.0% | -43.1% |
| YTD | -44.3% | -50.3% | +6.0% | -48.7% |
| 1Y | -54.2% | -38.0% | -16.2% | -54.2% |
| All | -99.1% | -26.0% | -73.1% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling