-9.1%
NVTS vs QS
-79.1%
+70.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.4% |
| 7D | -1.4% | -3.6% | +2.2% | +0.2% |
| 30D | -16.5% | -17.2% | +0.7% | -8.9% |
| 3M | -47.6% | -27.0% | -20.7% | -38.9% |
| 6M | +7.3% | -24.6% | +31.9% | +24.3% |
| YTD | +62.9% | -49.3% | +112.2% | +124.7% |
| 1Y | +91.3% | -40.3% | +131.6% | +139.9% |
| 3Y | +43.4% | -23.8% | +67.2% | +22.4% |
| All | -9.1% | -79.1% | +70.0% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling