+101.3%
QLD vs NVTS
-36.0%
+137.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -1.5% |
| 7D | +7.0% | +3.9% | +3.1% | +6.3% |
| 30D | -14.3% | -4.3% | -10.0% | -13.8% |
| 3M | -16.0% | -34.5% | +18.5% | -10.9% |
| 6M | -14.2% | -57.7% | +43.5% | -4.8% |
| YTD | +12.8% | +25.4% | -12.6% | +3.0% |
| 1Y | +14.1% | +13.1% | +0.9% | +5.5% |
| 3Y | +146.0% | +48.9% | +97.0% | +86.3% |
| 5Y | +82.0% | -51.8% | +133.8% | +47.1% |
| All | +101.3% | -36.0% | +137.3% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling