+104.5%
ED vs NVMI
+3,158.6%
-3,054.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.4% | -8.4% | +8.0% | -0.5% |
| 3M | +0.5% | -33.6% | +34.0% | 0.0% |
| 6M | -3.1% | -14.7% | +11.5% | -3.3% |
| YTD | +9.8% | +13.2% | -3.4% | +9.8% |
| 1Y | +12.6% | +29.0% | -16.4% | +12.6% |
| 3Y | +31.4% | +215.0% | -183.6% | +27.2% |
| 5Y | +69.4% | +268.6% | -199.1% | +60.9% |
| All | +104.5% | +3,158.6% | -3,054.2% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling