+7,443.4%
QLD vs NVMI
+16,383.2%
-8,939.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.7% | -9.2% | -1.0% |
| 7D | -10.3% | +0.3% | -10.6% | -10.4% |
| 30D | -26.1% | -17.1% | -9.0% | -21.7% |
| 3M | -17.8% | -17.9% | +0.1% | -13.0% |
| 6M | -15.6% | -41.4% | +25.9% | -1.7% |
| YTD | +5.4% | -4.6% | +10.0% | +5.7% |
| 1Y | +5.2% | -0.3% | +5.5% | +4.1% |
| 3Y | +139.4% | +214.5% | -75.0% | +69.4% |
| 5Y | +66.7% | +148.5% | -81.7% | +27.7% |
| 10Y | +1,422.1% | +2,435.9% | -1,013.8% | +669.2% |
| All | +7,443.4% | +16,383.2% | -8,939.7% | +2,896.8% |
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