+130.2%
QLD vs NVTS
-15.6%
+145.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -0.6% |
| 7D | +0.6% | +2.7% | -2.1% | +0.1% |
| 30D | -0.1% | -4.5% | +4.3% | +0.2% |
| 3M | -8.4% | -61.5% | +53.2% | +4.1% |
| 6M | +32.2% | +28.0% | +4.2% | +22.3% |
| YTD | +28.9% | +65.3% | -36.4% | +13.3% |
| 1Y | +43.8% | +113.0% | -69.2% | +18.5% |
| 3Y | +176.6% | +34.7% | +141.9% | +128.3% |
| All | +130.2% | -15.6% | +145.7% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling