+57.7%
DD vs NVMI
+261.9%
-204.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.6% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -11.7% | -8.4% | -3.3% | -9.9% |
| 3M | -9.2% | -33.6% | +24.3% | -1.0% |
| 6M | -7.2% | -14.7% | +7.5% | -5.7% |
| YTD | +6.6% | +13.2% | -6.6% | +0.3% |
| 1Y | +32.0% | +29.0% | +3.0% | +19.1% |
| 3Y | +42.1% | +215.0% | -172.9% | -6.8% |
| All | +57.7% | +261.9% | -204.2% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling