+356.8%
ACWI vs NVMI
+17,207.0%
-16,850.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.7% |
| 7D | +0.5% | +6.6% | -6.1% | -0.3% |
| 30D | +0.9% | -7.5% | +8.4% | +1.7% |
| 3M | +2.4% | -28.5% | +30.9% | +6.0% |
| 6M | +12.4% | -15.7% | +28.1% | +13.6% |
| YTD | +15.2% | +13.3% | +1.9% | +11.9% |
| 1Y | +22.7% | +48.3% | -25.6% | +15.0% |
| 3Y | +75.8% | +191.2% | -115.5% | +48.2% |
| 5Y | +67.7% | +268.7% | -200.9% | +36.2% |
| 10Y | +229.0% | +3,034.8% | -2,805.8% | +117.0% |
| All | +356.8% | +17,207.0% | -16,850.2% | +154.0% |
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