+22.9%
NVDL vs QS
-24.7%
+47.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.3% |
| 7D | -8.7% | -5.0% | -3.7% | -6.6% |
| 30D | -1.3% | -18.3% | +17.0% | +8.6% |
| 3M | +11.4% | -26.0% | +37.4% | +26.7% |
| 6M | +22.9% | -24.0% | +46.9% | +35.2% |
| All | +22.9% | -24.7% | +47.5% | +35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling