+247.6%
DIA vs NVMI
+3,158.6%
-2,911.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -2.0% | -8.4% | +6.4% | -0.6% |
| 3M | +3.6% | -33.6% | +37.2% | +10.7% |
| 6M | +11.5% | -14.7% | +26.2% | +12.3% |
| YTD | +10.4% | +13.2% | -2.9% | +4.4% |
| 1Y | +15.6% | +29.0% | -13.4% | +5.7% |
| 3Y | +58.9% | +215.0% | -156.1% | +12.0% |
| 5Y | +65.3% | +268.6% | -203.2% | +7.8% |
| All | +247.6% | +3,158.6% | -2,911.0% | +49.2% |
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