+154.0%
QQQM vs NVDL
+2,476.2%
-2,322.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | -10.3% | +9.8% | +1.2% |
| 30D | -1.2% | -7.1% | +5.9% | -0.4% |
| 3M | -0.1% | +6.6% | -6.7% | -2.1% |
| 6M | +18.0% | +21.1% | -3.1% | +12.1% |
| YTD | +16.7% | +15.2% | +1.5% | +11.0% |
| 1Y | +23.0% | +18.8% | +4.3% | +15.3% |
| 3Y | +93.3% | +649.9% | -556.6% | +17.1% |
| All | +154.0% | +2,476.2% | -2,322.2% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling