+162.4%
ALL vs NVMI
+140.3%
+22.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +0.2% |
| 7D | +5.0% | +1.5% | +3.5% | +5.1% |
| 30D | +13.3% | -4.1% | +17.4% | +13.3% |
| 3M | +3.2% | -22.8% | +25.9% | +2.6% |
| 6M | +25.3% | -36.9% | +62.2% | +24.4% |
| YTD | +30.5% | -3.2% | +33.7% | +28.6% |
| 1Y | +29.2% | +7.1% | +22.1% | +27.1% |
| 3Y | +119.1% | +181.5% | -62.4% | +100.2% |
| All | +162.4% | +140.3% | +22.1% | +134.1% |
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