+420.3%
NVT vs QS
-74.9%
+495.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.4% |
| 7D | +4.1% | -3.6% | +7.7% | +4.6% |
| 30D | -5.1% | -17.2% | +12.1% | -2.7% |
| 3M | -1.2% | -27.0% | +25.8% | +2.6% |
| 6M | +46.6% | -24.6% | +71.2% | +51.0% |
| YTD | +60.0% | -49.3% | +109.3% | +72.3% |
| 1Y | +70.8% | -40.3% | +111.1% | +79.0% |
| 3Y | +187.5% | -23.8% | +211.4% | +169.7% |
| All | +420.3% | -74.9% | +495.2% | +418.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling