+145.9%
AR vs NVMI
+263.1%
-117.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -1.3% | +3.8% | -5.1% | -2.0% |
| 30D | +3.5% | -7.6% | +11.1% | +4.7% |
| 3M | +9.9% | -28.0% | +37.9% | +14.7% |
| 6M | +4.5% | -15.3% | +19.8% | +3.6% |
| YTD | +13.7% | +11.5% | +2.2% | +4.0% |
| 1Y | +19.2% | +31.6% | -12.4% | +3.9% |
| 3Y | +46.2% | +207.0% | -160.8% | -4.7% |
| 5Y | +145.9% | +262.8% | -116.9% | +56.8% |
| All | +145.9% | +263.1% | -117.2% | +56.8% |
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