+68.1%
ACWI vs NVMI
+265.1%
-197.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +1.1% | +11.7% | -10.6% | -1.2% |
| 30D | -0.2% | -4.0% | +3.9% | +0.5% |
| 3M | +4.7% | -25.8% | +30.4% | +10.0% |
| 6M | +14.5% | -8.3% | +22.8% | +14.0% |
| YTD | +14.6% | +14.8% | -0.2% | +8.0% |
| 1Y | +21.4% | +37.9% | -16.4% | +9.2% |
| 3Y | +77.6% | +216.3% | -138.7% | +21.0% |
| 5Y | +68.1% | +277.2% | -209.1% | +6.1% |
| All | +68.1% | +265.1% | -197.0% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling