+4.5%
QQQM vs NVDL
-34.9%
+39.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -18.6% | +12.3% | -2.7% |
| 7D | -9.4% | -28.8% | +19.4% | -3.6% |
| 30D | -14.7% | -44.0% | +29.3% | -5.3% |
| 3M | -9.6% | -35.6% | +26.1% | -2.7% |
| 6M | -4.7% | -25.3% | +20.6% | -1.5% |
| YTD | +5.9% | -23.3% | +29.2% | +6.8% |
| 1Y | +4.5% | -32.5% | +37.0% | +7.2% |
| All | +4.5% | -34.9% | +39.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling