-15.6%
QLD vs NVMI
-41.5%
+25.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.7% | -9.2% | -3.6% |
| 7D | -10.3% | +0.3% | -10.6% | -10.4% |
| 30D | -26.1% | -17.1% | -9.0% | -18.7% |
| 3M | -17.8% | -17.9% | +0.1% | -9.8% |
| 6M | -15.6% | -41.4% | +25.9% | +8.3% |
| All | -15.6% | -41.5% | +25.9% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling