+97.2%
QQQ vs NVTS
-14.2%
+111.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +1.5% | +9.7% | -8.2% | +0.8% |
| 30D | -0.6% | -13.6% | +13.0% | +0.3% |
| 3M | +0.4% | -51.0% | +51.4% | +5.0% |
| 6M | +20.1% | +46.3% | -26.3% | +13.9% |
| YTD | +17.2% | +68.1% | -50.9% | +9.2% |
| 1Y | +24.7% | +113.9% | -89.2% | +12.5% |
| 3Y | +96.2% | +45.3% | +50.9% | +75.7% |
| All | +97.2% | -14.2% | +111.3% | +69.0% |
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