+1,060.3%
ED vs NVMI
+1,995.1%
-934.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +0.5% | +11.7% | -11.2% | +0.5% |
| 30D | +1.1% | -4.0% | +5.1% | +1.1% |
| 3M | +4.6% | -25.8% | +30.4% | +4.8% |
| 6M | -2.0% | -8.3% | +6.4% | -2.0% |
| YTD | +11.7% | +14.8% | -3.1% | +11.4% |
| 1Y | +15.7% | +37.9% | -22.1% | +15.2% |
| 3Y | +34.4% | +216.3% | -181.9% | +32.0% |
| 5Y | +67.3% | +277.2% | -209.9% | +63.5% |
| 10Y | +104.0% | +3,074.3% | -2,970.3% | +93.4% |
| All | +1,060.3% | +1,995.1% | -934.8% | +930.5% |
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