+766.6%
QLD vs NVT
+487.2%
+279.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.7% | -0.9% | +1.6% |
| 7D | -1.4% | -7.5% | +6.1% | +2.6% |
| 30D | -19.6% | -31.5% | +12.0% | +2.2% |
| 3M | -14.1% | -30.4% | +16.3% | +6.2% |
| 6M | -13.6% | -32.5% | +18.8% | +8.8% |
| YTD | +12.5% | +12.9% | -0.4% | -3.5% |
| 1Y | +13.1% | +3.7% | +9.4% | +2.8% |
| 3Y | +154.7% | +135.8% | +18.9% | +20.1% |
| 5Y | +81.1% | +232.7% | -151.6% | -33.0% |
| All | +766.6% | +487.2% | +279.4% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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