+176.1%
QLD vs NVTS
+38.8%
+137.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -0.3% |
| 7D | +0.6% | +2.7% | -2.1% | +0.3% |
| 30D | -0.1% | -4.5% | +4.3% | +0.1% |
| 3M | -8.4% | -61.5% | +53.2% | -0.6% |
| 6M | +32.2% | +28.0% | +4.2% | +26.8% |
| YTD | +28.9% | +65.3% | -36.4% | +20.2% |
| 1Y | +43.8% | +113.0% | -69.2% | +29.9% |
| All | +176.1% | +38.8% | +137.3% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling