+367.4%
EAT vs NVMI
+3,158.6%
-2,791.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | -7.7% | -0.1% | -7.6% | -7.7% |
| 30D | -13.6% | -8.4% | -5.2% | -11.4% |
| 3M | +33.9% | -33.6% | +67.4% | +49.8% |
| 6M | +47.2% | -14.7% | +61.9% | +49.0% |
| YTD | +48.1% | +13.2% | +34.8% | +33.9% |
| 1Y | +33.7% | +29.0% | +4.7% | +13.0% |
| 3Y | +595.8% | +215.0% | +380.8% | +269.5% |
| 5Y | +314.4% | +268.6% | +45.8% | +98.3% |
| All | +367.4% | +3,158.6% | -2,791.2% | +45.1% |
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