+364.0%
NVDL vs QLD
+149.9%
+214.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.8% | -15.5% | -19.7% |
| 7D | -23.4% | -1.4% | -21.9% | -22.9% |
| 30D | -41.3% | -19.6% | -21.7% | -17.5% |
| 3M | -40.6% | -14.1% | -26.5% | -24.7% |
| 6M | -39.8% | -13.6% | -26.2% | -26.8% |
| YTD | -26.2% | +12.5% | -38.8% | -44.1% |
| 1Y | -30.0% | +13.1% | -43.1% | -47.3% |
| 3Y | +364.0% | +154.7% | +209.3% | +18.2% |
| All | +364.0% | +149.9% | +214.1% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling