-37.1%
DOW vs NVMI
+261.9%
-299.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.3% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.9% | -8.4% | +4.5% | -2.9% |
| 3M | -12.7% | -33.6% | +20.9% | -8.0% |
| 6M | -13.7% | -14.7% | +1.0% | -14.2% |
| YTD | +28.4% | +13.2% | +15.2% | +19.6% |
| 1Y | +21.8% | +29.0% | -7.3% | +10.0% |
| 3Y | -35.7% | +215.0% | -250.7% | -53.9% |
| All | -37.1% | +261.9% | -299.0% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling