+851.5%
DE vs NVMI
+3,158.6%
-2,307.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +9.0% | -8.4% | +17.4% | +10.7% |
| 3M | +19.1% | -33.6% | +52.7% | +27.8% |
| 6M | +14.4% | -14.7% | +29.1% | +15.6% |
| YTD | +45.9% | +13.2% | +32.7% | +38.2% |
| 1Y | +43.6% | +29.0% | +14.6% | +31.0% |
| 3Y | +75.9% | +215.0% | -139.1% | +19.8% |
| 5Y | +98.8% | +268.6% | -169.8% | +23.2% |
| All | +851.5% | +3,158.6% | -2,307.2% | +262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling