+129.8%
QLD vs NVTS
-14.2%
+143.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +3.0% | +9.7% | -6.7% | +1.5% |
| 30D | -1.8% | -13.6% | +11.8% | +0.1% |
| 3M | -1.8% | -51.0% | +49.2% | +7.8% |
| 6M | +36.9% | +46.3% | -9.4% | +24.3% |
| YTD | +28.7% | +68.1% | -39.4% | +12.8% |
| 1Y | +41.9% | +113.9% | -72.0% | +16.8% |
| 3Y | +184.2% | +45.3% | +138.9% | +129.3% |
| All | +129.8% | -14.2% | +143.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NVTS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling