-49.2%
C vs NVMI
+1,665.9%
-1,715.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +0.4% |
| 7D | +4.2% | +1.5% | +2.7% | +3.9% |
| 30D | +2.0% | -4.1% | +6.1% | +2.4% |
| 3M | -10.1% | -22.8% | +12.6% | -6.9% |
| 6M | +1.0% | -36.9% | +37.9% | +6.9% |
| YTD | +8.5% | -3.2% | +11.7% | +6.8% |
| 1Y | +25.7% | +7.1% | +18.7% | +21.7% |
| 3Y | +216.0% | +181.5% | +34.5% | +156.4% |
| 5Y | +112.3% | +141.2% | -28.9% | +73.4% |
| 10Y | +217.8% | +2,463.4% | -2,245.6% | +83.4% |
| All | -49.2% | +1,665.9% | -1,715.1% | -81.5% |
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