+95.7%
QQQ vs NVT
+419.5%
-323.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.8% | -0.8% |
| 7D | -0.6% | +4.1% | -4.6% | -2.1% |
| 30D | -1.2% | -5.1% | +3.9% | +0.4% |
| 3M | -0.2% | -1.2% | +1.0% | -0.8% |
| 6M | +17.9% | +46.6% | -28.7% | -0.1% |
| YTD | +16.6% | +60.0% | -43.3% | -5.1% |
| 1Y | +23.0% | +70.8% | -47.8% | -3.2% |
| 3Y | +92.9% | +187.5% | -94.6% | +12.5% |
| All | +95.7% | +419.5% | -323.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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