-6.3%
NVTS vs QS
-77.9%
+71.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.8% |
| 7D | +9.7% | +2.2% | +7.5% | +8.6% |
| 30D | -13.6% | -8.1% | -5.5% | -10.1% |
| 3M | -51.0% | -27.0% | -24.0% | -42.7% |
| 6M | +46.3% | -16.4% | +62.8% | +62.4% |
| YTD | +68.1% | -46.4% | +114.4% | +125.9% |
| 1Y | +113.9% | -41.1% | +155.0% | +168.0% |
| 3Y | +45.3% | -18.6% | +63.9% | +20.3% |
| All | -6.3% | -77.9% | +71.7% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling