+86.6%
QLD vs NVTS
-48.0%
+134.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.4% | +0.1% |
| 7D | +12.5% | +21.6% | -9.1% | +9.1% |
| 30D | -15.7% | -8.5% | -7.2% | -14.7% |
| 3M | -11.9% | -31.4% | +19.5% | -7.3% |
| 6M | -10.3% | -50.3% | +40.1% | -2.7% |
| YTD | +15.6% | +33.9% | -18.3% | +4.5% |
| 1Y | +12.1% | +10.6% | +1.5% | +3.9% |
| 3Y | +150.7% | +52.7% | +97.9% | +90.8% |
| 5Y | +86.6% | -48.5% | +135.1% | +48.4% |
| All | +86.6% | -48.0% | +134.7% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling