+1,891.8%
ECL vs NVMI
+1,967.2%
-75.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.2% |
| 7D | -2.6% | +6.6% | -9.2% | -3.0% |
| 30D | -2.2% | -7.5% | +5.4% | -1.8% |
| 3M | +10.1% | -28.5% | +38.6% | +11.9% |
| 6M | -5.7% | -15.7% | +10.0% | -5.4% |
| YTD | +7.0% | +13.3% | -6.4% | +5.2% |
| 1Y | +2.7% | +48.3% | -45.6% | -1.0% |
| 3Y | +57.7% | +191.2% | -133.5% | +43.5% |
| 5Y | +31.1% | +268.7% | -237.5% | +16.9% |
| 10Y | +150.9% | +3,034.8% | -2,883.9% | +101.0% |
| All | +1,891.8% | +1,967.2% | -75.4% | +1,387.4% |
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