-9.1%
NVTS vs QID
-80.8%
+71.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +2.4% |
| 7D | -1.4% | +1.3% | -2.7% | +0.1% |
| 30D | -16.5% | +2.9% | -19.5% | -13.1% |
| 3M | -47.6% | -0.7% | -46.9% | -43.7% |
| 6M | +7.3% | -29.7% | +37.0% | -10.9% |
| YTD | +62.9% | -27.9% | +90.8% | +43.9% |
| 1Y | +91.3% | -34.6% | +125.9% | +62.4% |
| 3Y | +43.4% | -73.5% | +116.9% | -27.6% |
| All | -9.1% | -80.8% | +71.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling