+144.4%
A vs NVMI
+1,995.1%
-1,850.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | -2.1% | +11.7% | -13.7% | -3.7% |
| 30D | +0.6% | -4.0% | +4.7% | +1.1% |
| 3M | +10.9% | -25.8% | +36.6% | +14.8% |
| 6M | +28.2% | -8.3% | +36.5% | +27.7% |
| YTD | +8.6% | +14.8% | -6.3% | +4.2% |
| 1Y | +15.5% | +37.9% | -22.3% | +7.5% |
| 3Y | +31.8% | +216.3% | -184.5% | +5.5% |
| 5Y | -14.9% | +277.2% | -292.1% | -34.4% |
| 10Y | +237.8% | +3,074.3% | -2,836.5% | +92.7% |
| All | +144.4% | +1,995.1% | -1,850.6% | +19.5% |
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