+12,173.8%
DVA vs NVMI
+1,965.6%
+10,208.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | 0.0% | -8.4% | +8.4% | +0.5% |
| 3M | -10.9% | -33.6% | +22.6% | -9.1% |
| 6M | +17.3% | -14.7% | +32.0% | +17.6% |
| YTD | +59.8% | +13.2% | +46.6% | +57.2% |
| 1Y | +36.3% | +29.0% | +7.2% | +32.7% |
| 3Y | +88.6% | +215.0% | -126.4% | +71.4% |
| 5Y | +47.5% | +268.6% | -221.0% | +31.6% |
| 10Y | +185.2% | +3,124.7% | -2,939.5% | +123.0% |
| All | +12,173.8% | +1,965.6% | +10,208.2% | +10,677.9% |
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