+191.9%
QSR vs NVMI
+3,614.4%
-3,422.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +2.8% | -8.4% | +11.1% | +4.1% |
| 3M | +5.1% | -33.6% | +38.7% | +11.3% |
| 6M | +8.8% | -14.7% | +23.5% | +8.9% |
| YTD | +14.8% | +13.2% | +1.6% | +8.1% |
| 1Y | +25.7% | +29.0% | -3.3% | +14.4% |
| 3Y | +27.5% | +215.0% | -187.5% | -12.3% |
| 5Y | +41.3% | +268.6% | -227.3% | -10.7% |
| 10Y | +133.8% | +3,124.7% | -2,990.9% | -25.7% |
| All | +191.9% | +3,614.4% | -3,422.5% | -6.6% |
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