+75.9%
DE vs NVMI
+207.9%
-132.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +9.0% | -8.4% | +17.4% | +9.8% |
| 3M | +19.1% | -33.6% | +52.7% | +23.0% |
| 6M | +14.4% | -14.7% | +29.1% | +15.3% |
| YTD | +45.9% | +13.2% | +32.7% | +43.6% |
| 1Y | +43.6% | +29.0% | +14.6% | +39.3% |
| 3Y | +75.9% | +215.0% | -139.1% | +46.7% |
| All | +75.9% | +207.9% | -132.0% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling