+225.2%
ACWI vs NVMI
+2,494.8%
-2,269.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.4% |
| 7D | +2.4% | +1.5% | +1.0% | +2.0% |
| 30D | -1.7% | -4.1% | +2.4% | -1.1% |
| 3M | -3.9% | -22.8% | +18.8% | +1.1% |
| 6M | +0.8% | -36.9% | +37.7% | +9.3% |
| YTD | +11.0% | -3.2% | +14.2% | +7.5% |
| 1Y | +13.1% | +7.1% | +6.0% | +6.6% |
| 3Y | +73.9% | +181.5% | -107.6% | +19.2% |
| 5Y | +59.0% | +141.2% | -82.2% | +9.7% |
| All | +225.2% | +2,494.8% | -2,269.5% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling