-25.3%
QS vs NVMI
+203.1%
-228.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -5.0% | +3.8% | -8.7% | -6.7% |
| 30D | -18.3% | -7.6% | -10.7% | -15.3% |
| 3M | -26.0% | -28.0% | +2.0% | -14.7% |
| 6M | -24.0% | -15.3% | -8.7% | -19.5% |
| YTD | -50.3% | +11.5% | -61.7% | -53.4% |
| 1Y | -38.0% | +31.6% | -69.6% | -45.2% |
| All | -25.3% | +203.1% | -228.3% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling