-100.0%
QID vs NVMI
+20,235.0%
-20,335.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +1.7% |
| 7D | +2.7% | +3.8% | -1.0% | +4.0% |
| 30D | +3.3% | -7.6% | +10.9% | +1.3% |
| 3M | -5.5% | -28.0% | +22.5% | -11.6% |
| 6M | -28.4% | -15.3% | -13.1% | -28.1% |
| YTD | -26.6% | +11.5% | -38.0% | -19.1% |
| 1Y | -34.1% | +31.6% | -65.7% | -22.5% |
| 3Y | -73.7% | +207.0% | -280.7% | -55.3% |
| 5Y | -80.7% | +262.8% | -343.5% | -61.7% |
| 10Y | -99.1% | +3,074.6% | -3,173.7% | -97.1% |
| All | -100.0% | +20,235.0% | -20,335.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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