+122.1%
QLD vs NVT
+425.5%
-303.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -3.3% |
| 7D | +3.0% | +10.4% | -7.4% | -4.4% |
| 30D | -1.8% | -1.3% | -0.5% | -1.7% |
| 3M | -1.8% | -0.6% | -1.2% | -2.7% |
| 6M | +36.9% | +53.8% | -16.9% | -4.3% |
| YTD | +28.7% | +60.2% | -31.5% | -13.9% |
| 1Y | +41.9% | +76.8% | -34.9% | -13.4% |
| 3Y | +184.2% | +191.2% | -7.0% | +0.1% |
| 5Y | +122.1% | +430.9% | -308.8% | -59.1% |
| All | +122.1% | +425.5% | -303.4% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling