+9,112.2%
QLD vs NVMI
+19,747.9%
-10,635.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +3.0% | +11.7% | -8.7% | -0.5% |
| 30D | -1.8% | -4.0% | +2.2% | -0.8% |
| 3M | -1.8% | -25.8% | +24.0% | +7.0% |
| 6M | +36.9% | -8.3% | +45.2% | +39.5% |
| YTD | +28.7% | +14.8% | +13.9% | +22.1% |
| 1Y | +41.9% | +37.9% | +4.0% | +27.5% |
| 3Y | +184.2% | +216.3% | -32.1% | +99.7% |
| 5Y | +122.1% | +277.2% | -155.1% | +52.7% |
| 10Y | +1,646.5% | +3,074.3% | -1,427.8% | +730.6% |
| All | +9,112.2% | +19,747.9% | -10,635.7% | +3,363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling