-0.1%
ECL vs NVMI
+30.7%
-30.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -2.6% | +3.8% | -6.4% | -2.7% |
| 30D | -4.6% | -7.6% | +3.0% | -4.5% |
| 3M | +6.0% | -28.0% | +34.0% | +6.6% |
| 6M | -3.0% | -15.3% | +12.3% | -3.5% |
| YTD | +4.0% | +11.5% | -7.4% | +2.8% |
| All | -0.1% | +30.7% | -30.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling