+40.6%
NVDL vs QS
-28.5%
+69.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.5% |
| 7D | +11.7% | -2.3% | +14.0% | +12.4% |
| 30D | +7.8% | -0.7% | +8.6% | +8.2% |
| 3M | +3.3% | -39.6% | +43.0% | +16.8% |
| 6M | +38.9% | -21.7% | +60.6% | +47.9% |
| YTD | +28.5% | -47.4% | +75.9% | +43.5% |
| 1Y | +40.6% | -28.4% | +69.0% | +55.0% |
| All | +40.6% | -28.5% | +69.1% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling