+164.4%
QLD vs NVDX
+394.1%
-229.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.0% | +9.8% | +2.4% |
| 7D | -3.8% | -34.6% | +30.8% | +9.7% |
| 30D | -20.5% | -47.9% | +27.4% | -2.5% |
| 3M | -14.6% | -44.4% | +29.8% | +1.6% |
| 6M | -14.7% | -47.3% | +32.7% | +1.9% |
| YTD | +11.2% | -36.9% | +48.0% | +23.1% |
| 1Y | +7.1% | -46.8% | +53.9% | +24.3% |
| 3Y | +141.1% | +295.2% | -154.1% | +23.9% |
| All | +164.4% | +394.1% | -229.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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