+711.4%
QLD vs NVT
+445.0%
+266.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.4% | -2.8% |
| 7D | -10.3% | -15.7% | +5.4% | -0.5% |
| 30D | -26.1% | -36.6% | +10.5% | -1.1% |
| 3M | -17.8% | -34.8% | +17.1% | +6.4% |
| 6M | -15.6% | -38.2% | +22.7% | +12.9% |
| YTD | +5.4% | +4.8% | +0.5% | -5.0% |
| 1Y | +5.2% | -2.8% | +8.0% | -0.2% |
| 3Y | +139.4% | +119.5% | +19.9% | +18.4% |
| 5Y | +66.7% | +204.7% | -138.0% | -34.6% |
| All | +711.4% | +445.0% | +266.4% | +107.4% |
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