+240.9%
B vs NVMI
+1,665.9%
-1,424.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.5% |
| 7D | -7.3% | +1.5% | -8.8% | -7.4% |
| 30D | -3.3% | -4.1% | +0.7% | -3.2% |
| 3M | -7.8% | -22.8% | +15.0% | -7.0% |
| 6M | -15.5% | -36.9% | +21.3% | -14.3% |
| YTD | -12.3% | -3.2% | -9.0% | -12.2% |
| 1Y | +5.4% | +7.1% | -1.7% | +5.1% |
| 3Y | +165.5% | +181.5% | -16.0% | +157.0% |
| 5Y | +107.0% | +141.2% | -34.2% | +100.3% |
| 10Y | +210.6% | +2,463.4% | -2,252.8% | +187.9% |
| All | +240.9% | +1,665.9% | -1,424.9% | +245.1% |
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