+96.2%
AGG vs NVMI
+8,447.4%
-8,351.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -1.1% | -8.4% | +7.3% | -1.2% |
| 3M | -1.9% | -33.6% | +31.6% | -2.0% |
| 6M | -1.7% | -14.7% | +13.0% | -1.7% |
| YTD | -1.3% | +13.2% | -14.5% | -1.2% |
| 1Y | -0.7% | +29.0% | -29.8% | -0.6% |
| 3Y | +12.5% | +215.0% | -202.5% | +12.9% |
| 5Y | -2.5% | +268.6% | -271.0% | -2.0% |
| 10Y | +14.2% | +3,124.7% | -3,110.5% | +16.3% |
| All | +96.2% | +8,447.4% | -8,351.1% | +105.3% |
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