+109.2%
TQQQ vs NVTS
-16.8%
+126.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.6% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | -4.9% | -16.5% | +11.7% | -1.2% |
| 3M | -6.4% | -47.6% | +41.2% | +6.8% |
| 6M | +44.4% | +7.3% | +37.1% | +36.0% |
| YTD | +35.2% | +62.9% | -27.7% | +13.4% |
| 1Y | +49.5% | +91.3% | -41.8% | +16.5% |
| 3Y | +250.7% | +43.4% | +207.3% | +154.3% |
| All | +109.2% | -16.8% | +126.0% | +53.7% |
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