+344.2%
ACWI vs NVMI
+15,742.8%
-15,398.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +0.6% |
| 7D | -0.7% | +15.3% | -16.0% | -2.5% |
| 30D | -2.0% | +0.1% | -2.1% | -2.2% |
| 3M | -2.2% | -14.0% | +11.8% | -0.7% |
| 6M | +1.9% | -35.2% | +37.1% | +6.3% |
| YTD | +12.0% | +3.7% | +8.3% | +9.7% |
| 1Y | +12.5% | +10.3% | +2.3% | +9.3% |
| 3Y | +75.4% | +204.8% | -129.4% | +46.9% |
| 5Y | +61.5% | +158.9% | -97.4% | +36.1% |
| 10Y | +227.1% | +2,646.9% | -2,419.8% | +118.3% |
| All | +344.2% | +15,742.8% | -15,398.6% | +148.9% |
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