+341.2%
ACWI vs NVMI
+15,399.5%
-15,058.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +1.8% |
| 7D | +0.3% | +9.6% | -9.3% | -0.9% |
| 30D | -2.8% | -5.6% | +2.8% | -2.3% |
| 3M | -3.2% | -15.2% | +12.1% | -1.5% |
| 6M | +1.3% | -36.1% | +37.3% | +5.8% |
| YTD | +11.2% | +1.5% | +9.7% | +9.2% |
| 1Y | +13.8% | +8.3% | +5.4% | +10.7% |
| 3Y | +76.2% | +212.6% | -136.4% | +47.2% |
| 5Y | +59.5% | +158.4% | -99.0% | +34.4% |
| 10Y | +222.2% | +2,587.4% | -2,365.2% | +115.6% |
| All | +341.2% | +15,399.5% | -15,058.3% | +147.9% |
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 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