+67.2%
QLD vs NVT
+201.4%
-134.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.4% | -3.1% |
| 7D | -10.3% | -15.7% | +5.4% | -0.1% |
| 30D | -26.1% | -36.6% | +10.5% | +0.5% |
| 3M | -17.8% | -34.8% | +17.1% | +7.8% |
| 6M | -15.6% | -38.2% | +22.7% | +14.6% |
| YTD | +5.4% | +4.8% | +0.5% | -7.7% |
| 1Y | +5.2% | -2.8% | +8.0% | -2.5% |
| 3Y | +139.4% | +119.5% | +19.9% | -6.2% |
| All | +67.2% | +201.4% | -134.2% | -59.3% |
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