-11.2%
QLD vs NVMI
-34.5%
+23.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | +0.1% | +2.2% |
| 7D | -1.2% | +15.3% | -16.5% | -8.3% |
| 30D | -15.7% | +0.1% | -15.8% | -15.7% |
| 3M | -10.0% | -14.0% | +3.9% | -3.6% |
| 6M | -11.2% | -35.2% | +24.0% | +8.3% |
| All | -11.2% | -34.5% | +23.3% | +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