-20.1%
NVDL vs QLD
+13.1%
-33.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.9% | -8.0% | -8.4% |
| 7D | -14.0% | -9.4% | -4.6% | -2.8% |
| 30D | -31.2% | -17.1% | -14.1% | -12.8% |
| 3M | -15.5% | -10.4% | -5.1% | -2.4% |
| 6M | -10.3% | +0.7% | -11.0% | -12.3% |
| YTD | -5.8% | +17.7% | -23.5% | -26.2% |
| 1Y | -20.1% | +14.7% | -34.8% | -34.8% |
| All | -20.1% | +13.1% | -33.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling