+7,859.7%
QLD vs NVMI
+17,042.1%
-9,182.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -3.8% | +7.6% | -11.4% | -5.9% |
| 30D | -20.5% | -7.7% | -12.8% | -18.5% |
| 3M | -14.6% | -15.4% | +0.7% | -10.4% |
| 6M | -14.7% | -37.5% | +22.8% | -2.5% |
| YTD | +11.2% | -0.8% | +12.0% | +10.2% |
| 1Y | +7.1% | +2.4% | +4.7% | +5.2% |
| 3Y | +141.1% | +191.5% | -50.4% | +74.0% |
| 5Y | +84.3% | +156.3% | -72.1% | +39.8% |
| 10Y | +1,450.1% | +2,539.4% | -1,089.3% | +674.3% |
| All | +7,859.7% | +17,042.1% | -9,182.4% | +3,026.2% |
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