-43.9%
C vs NVMI
+1,967.2%
-2,011.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.2% |
| 7D | +3.6% | +6.6% | -3.0% | +2.5% |
| 30D | +0.1% | -7.5% | +7.6% | +1.1% |
| 3M | +2.4% | -28.5% | +30.9% | +7.1% |
| 6M | +24.9% | -15.7% | +40.7% | +26.6% |
| YTD | +19.8% | +13.3% | +6.5% | +15.6% |
| 1Y | +44.9% | +48.3% | -3.4% | +33.4% |
| 3Y | +263.0% | +191.2% | +71.7% | +193.6% |
| 5Y | +129.5% | +268.7% | -139.1% | +76.2% |
| 10Y | +291.6% | +3,034.8% | -2,743.2% | +120.1% |
| All | -43.9% | +1,967.2% | -2,011.2% | -80.0% |
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 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