+383.4%
EFA vs NVMI
+8,512.5%
-8,129.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.6% |
| 7D | -2.4% | +3.8% | -6.1% | -2.7% |
| 30D | -2.2% | -7.6% | +5.3% | -1.6% |
| 3M | +5.7% | -28.0% | +33.7% | +8.6% |
| 6M | +8.2% | -15.3% | +23.5% | +9.1% |
| YTD | +11.8% | +11.5% | +0.3% | +9.5% |
| 1Y | +18.3% | +31.6% | -13.3% | +13.7% |
| 3Y | +64.9% | +207.0% | -142.0% | +43.4% |
| 5Y | +52.4% | +262.8% | -210.4% | +29.2% |
| 10Y | +142.4% | +3,074.6% | -2,932.2% | +71.2% |
| All | +383.4% | +8,512.5% | -8,129.0% | +174.4% |
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