+67.2%
QLD vs NVMI
+145.1%
-78.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.7% | -9.2% | -4.9% |
| 7D | -10.3% | +0.3% | -10.6% | -10.6% |
| 30D | -26.1% | -17.1% | -9.0% | -16.9% |
| 3M | -17.8% | -17.9% | +0.1% | -8.1% |
| 6M | -15.6% | -41.4% | +25.9% | +13.9% |
| YTD | +5.4% | -4.6% | +10.0% | -0.1% |
| 1Y | +5.2% | -0.3% | +5.5% | -3.7% |
| 3Y | +139.4% | +214.5% | -75.0% | -27.1% |
| All | +67.2% | +145.1% | -78.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling