+44.6%
QCOM vs NVTS
-31.5%
+76.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +2.3% |
| 7D | +5.8% | +20.8% | -15.0% | +3.3% |
| 30D | -2.3% | -11.1% | +8.8% | -1.1% |
| 3M | +2.7% | -31.0% | +33.7% | +6.8% |
| 6M | -21.0% | -47.4% | +26.3% | -15.6% |
| YTD | +1.8% | +34.2% | -32.4% | -3.2% |
| 1Y | +2.4% | +22.2% | -19.8% | -2.2% |
| 3Y | +52.1% | +68.4% | -16.2% | +26.7% |
| 5Y | +14.6% | -39.0% | +53.7% | +1.6% |
| All | +44.6% | -31.5% | +76.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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