-2.0%
BND vs NVMI
-15.5%
+13.5%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -0.9% | +3.8% | -4.7% | -1.0% |
| 30D | -1.0% | -7.6% | +6.6% | -0.8% |
| 3M | -1.2% | -28.0% | +26.8% | -0.9% |
| 6M | -2.0% | -15.3% | +13.3% | -2.0% |
| All | -2.0% | -15.5% | +13.5% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling