+5,464.1%
DE vs NVMI
+1,933.5%
+3,530.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -2.4% | +3.8% | -6.2% | -2.7% |
| 30D | +9.7% | -7.6% | +17.3% | +10.3% |
| 3M | +21.4% | -28.0% | +49.4% | +24.2% |
| 6M | +15.0% | -15.3% | +30.3% | +15.8% |
| YTD | +46.4% | +11.5% | +35.0% | +43.7% |
| 1Y | +45.6% | +31.6% | +14.0% | +40.5% |
| 3Y | +76.8% | +207.0% | -130.2% | +55.7% |
| 5Y | +99.4% | +262.8% | -163.4% | +71.5% |
| 10Y | +864.6% | +3,074.6% | -2,210.0% | +607.8% |
| All | +5,464.1% | +1,933.5% | +3,530.6% | +3,154.8% |
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