+250.7%
TQQQ vs NVTS
+38.1%
+212.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.9% |
| 7D | -1.9% | -1.4% | -0.5% | -1.7% |
| 30D | -4.9% | -16.5% | +11.7% | -2.4% |
| 3M | -6.4% | -47.6% | +41.2% | +2.0% |
| 6M | +44.4% | +7.3% | +37.1% | +40.5% |
| YTD | +35.2% | +62.9% | -27.7% | +23.3% |
| 1Y | +49.5% | +91.3% | -41.8% | +31.8% |
| 3Y | +250.7% | +43.4% | +207.3% | +298.6% |
| All | +250.7% | +38.1% | +212.6% | +298.6% |
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