+59.5%
ACWI vs NVMI
+156.9%
-97.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +1.3% |
| 7D | +0.3% | +9.6% | -9.3% | -1.7% |
| 30D | -2.8% | -5.6% | +2.8% | -2.0% |
| 3M | -3.2% | -15.2% | +12.1% | -0.5% |
| 6M | +1.3% | -36.1% | +37.3% | +8.7% |
| YTD | +11.2% | +1.5% | +9.7% | +6.9% |
| 1Y | +13.8% | +8.3% | +5.4% | +7.5% |
| 3Y | +76.2% | +212.6% | -136.4% | +17.4% |
| 5Y | +59.5% | +158.4% | -99.0% | +6.2% |
| All | +59.5% | +156.9% | -97.5% | +6.2% |
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