+305.9%
B vs NVMI
+1,967.2%
-1,661.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.4% |
| 7D | -1.6% | +6.6% | -8.2% | -1.8% |
| 30D | +9.4% | -7.5% | +17.0% | +9.7% |
| 3M | +5.0% | -28.5% | +33.5% | +6.1% |
| 6M | -3.5% | -15.7% | +12.2% | -3.1% |
| YTD | +4.5% | +13.3% | -8.9% | +4.0% |
| 1Y | +67.8% | +48.3% | +19.5% | +65.7% |
| 3Y | +196.7% | +191.2% | +5.4% | +186.4% |
| 5Y | +151.9% | +268.7% | -116.7% | +140.9% |
| 10Y | +202.2% | +3,034.8% | -2,832.6% | +178.4% |
| All | +305.9% | +1,967.2% | -1,661.3% | +308.7% |
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