+1,646.5%
QLD vs NVS
+175.1%
+1,471.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.9% | +13.8% | +10.5% |
| 7D | +3.0% | -14.6% | +17.6% | +14.6% |
| 30D | -1.8% | -11.9% | +10.1% | +5.9% |
| 3M | -1.8% | -6.0% | +4.2% | -1.1% |
| 6M | +36.9% | -11.4% | +48.3% | +44.5% |
| YTD | +28.7% | +2.9% | +25.8% | +18.2% |
| 1Y | +41.9% | +10.2% | +31.6% | +21.5% |
| 3Y | +184.2% | +55.3% | +128.9% | +63.1% |
| 5Y | +122.1% | +89.6% | +32.5% | -2.5% |
| 10Y | +1,646.5% | +176.1% | +1,470.4% | +515.4% |
| All | +1,646.5% | +175.1% | +1,471.4% | +515.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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