+146.0%
QLD vs NVTS
+44.1%
+101.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -1.8% |
| 7D | +7.0% | +3.9% | +3.1% | +6.6% |
| 30D | -14.3% | -4.3% | -10.0% | -13.9% |
| 3M | -16.0% | -34.5% | +18.5% | -12.7% |
| 6M | -14.2% | -57.7% | +43.5% | -8.2% |
| YTD | +12.8% | +25.4% | -12.6% | +8.3% |
| 1Y | +14.1% | +13.1% | +0.9% | +10.3% |
| 3Y | +146.0% | +48.9% | +97.0% | +141.1% |
| All | +146.0% | +44.1% | +101.8% | +141.1% |
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