+1,728.6%
QLD vs NVMI
+3,062.9%
-1,334.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +1.9% | +6.9% | -5.0% | -2.6% |
| 30D | -1.8% | -2.8% | +1.0% | -0.5% |
| 3M | -0.1% | -27.3% | +27.2% | +20.8% |
| 6M | +32.6% | -13.7% | +46.2% | +39.6% |
| YTD | +27.9% | +13.8% | +14.1% | +9.3% |
| 1Y | +40.3% | +34.9% | +5.4% | +5.3% |
| 3Y | +182.5% | +213.5% | -31.0% | +1.2% |
| 5Y | +122.5% | +272.5% | -150.0% | -29.5% |
| 10Y | +1,728.6% | +3,142.4% | -1,413.9% | +107.9% |
| All | +1,728.6% | +3,062.9% | -1,334.3% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling