+27.1%
ECL vs NVMI
+263.1%
-236.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -2.6% | +3.8% | -6.4% | -3.1% |
| 30D | -4.6% | -7.6% | +3.0% | -3.8% |
| 3M | +6.0% | -28.0% | +34.0% | +9.3% |
| 6M | -3.0% | -15.3% | +12.3% | -2.8% |
| YTD | +4.0% | +11.5% | -7.4% | -0.3% |
| 1Y | +2.0% | +31.6% | -29.6% | -5.3% |
| 3Y | +53.9% | +207.0% | -153.1% | +11.3% |
| 5Y | +27.1% | +262.8% | -235.7% | -15.3% |
| All | +27.1% | +263.1% | -236.0% | -15.3% |
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