+40.3%
QLD vs NVMI
+38.3%
+2.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +1.9% | +6.9% | -5.0% | -1.6% |
| 30D | -1.8% | -2.8% | +1.0% | -0.7% |
| 3M | -0.1% | -27.3% | +27.2% | +15.9% |
| 6M | +32.6% | -13.7% | +46.2% | +39.8% |
| YTD | +27.9% | +13.8% | +14.1% | +15.8% |
| 1Y | +40.3% | +34.9% | +5.4% | +18.1% |
| All | +40.3% | +38.3% | +2.0% | +18.1% |
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