+152.2%
QLD vs NVTS
+53.9%
+98.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.4% | -0.1% |
| 7D | +12.5% | +21.6% | -9.1% | +10.2% |
| 30D | -15.7% | -8.5% | -7.2% | -15.0% |
| 3M | -11.9% | -31.4% | +19.5% | -8.9% |
| 6M | -10.3% | -50.3% | +40.1% | -5.3% |
| YTD | +15.6% | +33.9% | -18.3% | +10.3% |
| 1Y | +12.1% | +10.6% | +1.5% | +8.4% |
| All | +152.2% | +53.9% | +98.2% | +145.5% |
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 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