+750.3%
NVT vs QSR
+79.3%
+670.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.3% |
| 7D | +4.1% | -4.0% | +8.1% | +6.2% |
| 30D | -5.1% | +2.8% | -7.9% | -6.7% |
| 3M | -1.2% | +5.1% | -6.3% | -4.8% |
| 6M | +46.6% | +8.8% | +37.8% | +37.6% |
| YTD | +60.0% | +14.8% | +45.2% | +44.7% |
| 1Y | +70.8% | +25.7% | +45.1% | +45.6% |
| 3Y | +187.5% | +27.5% | +160.0% | +135.1% |
| 5Y | +426.1% | +41.3% | +384.9% | +297.2% |
| All | +750.3% | +79.3% | +670.9% | +385.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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