-47.3%
QS vs NVMI
+573.2%
-620.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.8% | -6.1% |
| 7D | -4.2% | +6.9% | -11.2% | -8.1% |
| 30D | -15.7% | -2.8% | -12.8% | -14.4% |
| 3M | -28.7% | -27.3% | -1.4% | -15.3% |
| 6M | -23.2% | -13.7% | -9.6% | -19.4% |
| YTD | -49.9% | +13.8% | -63.7% | -55.9% |
| 1Y | -38.8% | +34.9% | -73.7% | -51.1% |
| 3Y | -24.0% | +213.5% | -237.5% | -72.0% |
| 5Y | -75.6% | +272.5% | -348.1% | -91.5% |
| All | -47.3% | +573.2% | -620.5% | -78.7% |
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