+14.7%
QLD vs NVMI
-11.6%
+26.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.1% |
| 7D | -9.4% | -11.8% | +2.4% | -3.5% |
| 30D | -17.1% | -24.8% | +7.8% | -4.6% |
| 3M | -10.4% | -28.6% | +18.2% | +5.0% |
| 6M | +0.7% | -40.0% | +40.7% | +26.9% |
| YTD | +17.7% | -10.1% | +27.8% | +20.8% |
| 1Y | +14.7% | -9.8% | +24.4% | +16.7% |
| All | +14.7% | -11.6% | +26.3% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling