+8.4%
QLD vs NVTS
+14.0%
-5.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.3% | -4.5% | +4.3% |
| 7D | -1.4% | +20.8% | -22.2% | -5.3% |
| 30D | -19.6% | -11.1% | -8.4% | -18.0% |
| 3M | -14.1% | -31.0% | +16.9% | -8.5% |
| 6M | -13.6% | -47.4% | +33.7% | -5.8% |
| YTD | +12.5% | +34.2% | -21.6% | -0.7% |
| All | +8.4% | +14.0% | -5.6% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling