+392.9%
BAC vs NVMI
+3,158.6%
-2,765.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -2.8% | -8.4% | +5.6% | -1.1% |
| 3M | +14.2% | -33.6% | +47.8% | +23.5% |
| 6M | +30.5% | -14.7% | +45.2% | +31.2% |
| YTD | +15.8% | +13.2% | +2.6% | +7.4% |
| 1Y | +26.2% | +29.0% | -2.9% | +12.1% |
| 3Y | +136.5% | +215.0% | -78.5% | +51.8% |
| 5Y | +75.9% | +268.6% | -192.6% | +2.3% |
| All | +392.9% | +3,158.6% | -2,765.7% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling