+320.1%
DD vs NVMI
+1,995.1%
-1,675.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | -0.6% | +11.7% | -12.3% | -1.8% |
| 30D | -7.4% | -4.0% | -3.4% | -7.1% |
| 3M | -6.4% | -25.8% | +19.3% | -3.8% |
| 6M | -2.5% | -8.3% | +5.8% | -2.3% |
| YTD | +10.2% | +14.8% | -4.6% | +7.5% |
| 1Y | +36.9% | +37.9% | -0.9% | +30.6% |
| 3Y | +47.0% | +216.3% | -169.2% | +26.1% |
| 5Y | +63.1% | +277.2% | -214.0% | +36.5% |
| 10Y | +68.2% | +3,074.3% | -3,006.2% | +17.1% |
| All | +320.1% | +1,995.1% | -1,675.0% | +157.5% |
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