-25.5%
AR vs NVMI
+3,591.8%
-3,617.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.7% |
| 7D | +7.4% | +1.5% | +5.9% | +6.9% |
| 30D | +5.8% | -4.1% | +9.8% | +6.2% |
| 3M | +5.2% | -22.8% | +28.0% | +10.3% |
| 6M | +5.4% | -36.9% | +42.3% | +12.8% |
| YTD | +12.4% | -3.2% | +15.6% | +4.6% |
| 1Y | +12.8% | +7.1% | +5.7% | +1.8% |
| 3Y | +47.2% | +181.5% | -134.3% | -6.5% |
| 5Y | +101.1% | +141.2% | -40.1% | +28.6% |
| 10Y | +57.6% | +2,463.4% | -2,405.8% | -51.5% |
| All | -25.5% | +3,591.8% | -3,617.3% | -78.3% |
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