-12.9%
NVTS vs QS
-79.5%
+66.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | +0.5% | -5.0% | +5.4% | +2.8% |
| 30D | -18.0% | -18.3% | +0.3% | -10.0% |
| 3M | -45.6% | -26.0% | -19.6% | -36.8% |
| 6M | +28.5% | -24.0% | +52.5% | +48.7% |
| YTD | +56.2% | -50.3% | +106.5% | +117.2% |
| 1Y | +97.7% | -38.0% | +135.7% | +144.4% |
| 3Y | +35.0% | -24.6% | +59.6% | +15.6% |
| All | -12.9% | -79.5% | +66.6% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling