-24.2%
AR vs NVMI
+4,221.7%
-4,245.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -2.0% |
| 7D | +2.5% | +6.6% | -4.1% | +0.9% |
| 30D | +14.8% | -7.5% | +22.3% | +16.4% |
| 3M | +6.2% | -28.5% | +34.7% | +12.5% |
| 6M | +4.3% | -15.7% | +20.0% | +3.8% |
| YTD | +14.4% | +13.3% | +1.1% | +3.7% |
| 1Y | +21.3% | +48.3% | -26.9% | +1.0% |
| 3Y | +39.8% | +191.2% | -151.4% | -10.6% |
| 5Y | +142.1% | +268.7% | -126.6% | +38.2% |
| 10Y | +52.0% | +3,034.8% | -2,982.7% | -55.0% |
| All | -24.2% | +4,221.7% | -4,245.9% | -78.5% |
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