-99.1%
NVD vs QSR
+21.6%
-120.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.1% | +4.4% |
| 7D | +9.0% | -4.7% | +13.7% | +8.4% |
| 30D | -5.5% | +4.3% | -9.8% | -4.9% |
| 3M | -24.6% | +5.4% | -30.1% | -24.0% |
| 6M | -42.1% | +8.2% | -50.2% | -40.8% |
| YTD | -44.3% | +14.1% | -58.5% | -42.1% |
| 1Y | -54.2% | +28.1% | -82.3% | -49.3% |
| 3Y | -99.1% | +25.3% | -124.4% | -99.0% |
| All | -99.1% | +21.6% | -120.8% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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