+892.5%
QLD vs NVT
+699.2%
+193.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.5% |
| 7D | +0.6% | +5.1% | -4.5% | -2.9% |
| 30D | -0.1% | -3.7% | +3.6% | +1.9% |
| 3M | -8.4% | -10.1% | +1.8% | -2.1% |
| 6M | +32.2% | +37.5% | -5.3% | +3.3% |
| YTD | +28.9% | +53.7% | -24.8% | -7.9% |
| 1Y | +43.8% | +70.9% | -27.0% | -5.5% |
| 3Y | +176.6% | +180.4% | -3.8% | +19.5% |
| 5Y | +121.6% | +393.5% | -271.9% | -35.6% |
| All | +892.5% | +699.2% | +193.3% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling