+152.0%
QQQM vs NVMI
+555.4%
-403.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -1.2% | -8.4% | +7.2% | +1.3% |
| 3M | -0.1% | -33.6% | +33.5% | +12.4% |
| 6M | +18.0% | -14.7% | +32.6% | +20.6% |
| YTD | +16.7% | +13.2% | +3.5% | +7.4% |
| 1Y | +23.0% | +29.0% | -6.0% | +7.3% |
| 3Y | +93.3% | +215.0% | -121.6% | +9.8% |
| 5Y | +96.3% | +268.6% | -172.3% | +0.7% |
| All | +152.0% | +555.4% | -403.4% | -3.6% |
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