+43.0%
NVTS vs QS
-25.4%
+68.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.6% | +3.3% | -0.6% |
| 7D | +3.5% | -4.2% | +7.7% | +5.3% |
| 30D | -11.9% | -15.7% | +3.7% | -5.3% |
| 3M | -49.2% | -28.7% | -20.5% | -40.9% |
| 6M | +38.4% | -23.2% | +61.7% | +57.9% |
| YTD | +62.5% | -49.9% | +112.4% | +116.2% |
| 1Y | +101.4% | -38.8% | +140.2% | +150.1% |
| All | +43.0% | -25.4% | +68.5% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling