+860.4%
D vs NVMI
+1,967.2%
-1,106.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.5% |
| 7D | +1.5% | +6.6% | -5.1% | +1.3% |
| 30D | -2.6% | -7.5% | +4.9% | -2.5% |
| 3M | 0.0% | -28.5% | +28.5% | +0.5% |
| 6M | +7.4% | -15.7% | +23.1% | +7.5% |
| YTD | +15.9% | +13.3% | +2.6% | +15.2% |
| 1Y | +18.1% | +48.3% | -30.2% | +16.8% |
| 3Y | +58.4% | +191.2% | -132.9% | +53.2% |
| 5Y | +5.2% | +268.7% | -263.5% | +0.7% |
| 10Y | +35.9% | +3,034.8% | -2,998.9% | +23.4% |
| All | +860.4% | +1,967.2% | -1,106.8% | +658.8% |
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