+82.6%
ED vs NVMI
+140.3%
-57.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.2% |
| 7D | +2.1% | +1.5% | +0.6% | +2.2% |
| 30D | +10.4% | -4.1% | +14.5% | +10.3% |
| 3M | +12.5% | -22.8% | +35.3% | +11.2% |
| 6M | +14.9% | -36.9% | +51.8% | +12.8% |
| YTD | +24.8% | -3.2% | +28.0% | +25.6% |
| 1Y | +23.8% | +7.1% | +16.8% | +25.4% |
| 3Y | +51.6% | +181.5% | -129.8% | +53.5% |
| All | +82.6% | +140.3% | -57.7% | +81.4% |
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 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