+2,120.4%
ALL vs NVMI
+1,665.9%
+454.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +0.5% |
| 7D | +5.0% | +1.5% | +3.5% | +4.9% |
| 30D | +13.3% | -4.1% | +17.4% | +13.4% |
| 3M | +3.2% | -22.8% | +25.9% | +4.3% |
| 6M | +25.3% | -36.9% | +62.2% | +27.3% |
| YTD | +30.5% | -3.2% | +33.7% | +28.6% |
| 1Y | +29.2% | +7.1% | +22.1% | +26.5% |
| 3Y | +119.1% | +181.5% | -62.4% | +97.9% |
| 5Y | +162.6% | +141.2% | +21.4% | +137.0% |
| 10Y | +378.8% | +2,463.4% | -2,084.6% | +269.3% |
| All | +2,120.4% | +1,665.9% | +454.5% | +1,175.6% |
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