+77.4%
ECL vs NVMI
+204.2%
-126.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.4% |
| 7D | -2.3% | +15.3% | -17.6% | -2.8% |
| 30D | +8.3% | +0.1% | +8.2% | +8.2% |
| 3M | +8.4% | -14.0% | +22.4% | +9.0% |
| 6M | +23.3% | -35.2% | +58.5% | +25.2% |
| YTD | +18.2% | +3.7% | +14.5% | +16.4% |
| 1Y | +18.8% | +10.3% | +8.5% | +16.4% |
| All | +77.4% | +204.2% | -126.8% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling