+798.5%
NVT vs QS
-47.0%
+845.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.6% | +4.1% | -1.9% |
| 7D | +7.0% | -4.2% | +11.2% | +7.4% |
| 30D | -2.3% | -15.7% | +13.3% | -1.0% |
| 3M | -3.1% | -28.7% | +25.6% | -0.7% |
| 6M | +47.0% | -23.2% | +70.3% | +49.6% |
| YTD | +56.2% | -49.9% | +106.1% | +63.6% |
| 1Y | +74.5% | -38.8% | +113.3% | +79.7% |
| 3Y | +184.0% | -24.0% | +208.0% | +176.4% |
| 5Y | +410.8% | -75.6% | +486.4% | +406.3% |
| All | +798.5% | -47.0% | +845.6% | +807.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling