+2,111.6%
ECL vs NVMI
+1,665.9%
+445.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.8% |
| 7D | +2.9% | +1.5% | +1.4% | +2.7% |
| 30D | +7.5% | -4.1% | +11.6% | +7.6% |
| 3M | +12.2% | -22.8% | +35.0% | +13.7% |
| 6M | +24.6% | -36.9% | +61.5% | +27.2% |
| YTD | +18.8% | -3.2% | +22.0% | +17.7% |
| 1Y | +19.3% | +7.1% | +12.3% | +17.4% |
| 3Y | +78.2% | +181.5% | -103.3% | +62.2% |
| 5Y | +38.8% | +141.2% | -102.4% | +26.6% |
| 10Y | +197.8% | +2,463.4% | -2,265.5% | +140.9% |
| All | +2,111.6% | +1,665.9% | +445.7% | +1,564.2% |
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