+1,377.5%
NVDL vs QLD
+262.7%
+1,114.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.2% | -9.7% | -9.0% |
| 7D | -34.5% | -3.8% | -30.7% | -31.3% |
| 30D | -47.7% | -20.5% | -27.1% | -25.7% |
| 3M | -43.9% | -14.6% | -29.3% | -28.5% |
| 6M | -46.4% | -14.7% | -31.7% | -33.4% |
| YTD | -34.3% | +11.2% | -45.5% | -47.7% |
| 1Y | -44.0% | +7.1% | -51.1% | -52.4% |
| 3Y | +295.7% | +141.1% | +154.6% | +26.1% |
| All | +1,377.5% | +262.7% | +1,114.8% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling