+48.9%
NVTS vs QID
-71.4%
+120.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -3.1% |
| 7D | +3.9% | -7.1% | +11.1% | -3.8% |
| 30D | -4.3% | +12.6% | -17.0% | +18.7% |
| 3M | -34.5% | +14.2% | -48.7% | -14.9% |
| 6M | -57.7% | +6.2% | -63.9% | -43.2% |
| YTD | +25.4% | -21.8% | +47.1% | +31.0% |
| 1Y | +13.1% | -23.1% | +36.3% | +17.9% |
| 3Y | +48.9% | -71.3% | +120.2% | -10.1% |
| All | +48.9% | -71.4% | +120.3% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling