+43.4%
NVTS vs QSR
+25.8%
+17.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | -1.4% | -4.0% | +2.6% | +0.7% |
| 30D | -16.5% | +2.8% | -19.3% | -17.9% |
| 3M | -47.6% | +5.1% | -52.7% | -49.8% |
| 6M | +7.3% | +8.8% | -1.5% | -0.6% |
| YTD | +62.9% | +14.8% | +48.1% | +42.8% |
| 1Y | +91.3% | +25.7% | +65.6% | +54.5% |
| 3Y | +43.4% | +27.5% | +15.9% | +14.5% |
| All | +43.4% | +25.8% | +17.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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