+25.7%
EFV vs NVMI
-11.6%
+37.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.6% | +3.4% |
| 7D | +2.9% | -11.8% | +14.6% | +4.1% |
| 30D | +3.6% | -24.8% | +28.4% | +6.3% |
| 3M | -0.1% | -28.6% | +28.5% | +2.9% |
| 6M | +9.6% | -40.0% | +49.6% | +13.8% |
| YTD | +17.0% | -10.1% | +27.0% | +16.7% |
| 1Y | +25.7% | -9.8% | +35.4% | +25.1% |
| All | +25.7% | -11.6% | +37.2% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling