+95.7%
EFV vs NVMI
+261.9%
-166.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.6% | -8.4% | +9.0% | +1.7% |
| 3M | +7.5% | -33.6% | +41.1% | +12.6% |
| 6M | +13.0% | -14.7% | +27.7% | +13.7% |
| YTD | +18.3% | +13.2% | +5.1% | +14.2% |
| 1Y | +26.7% | +29.0% | -2.3% | +19.5% |
| 3Y | +89.6% | +215.0% | -125.4% | +45.9% |
| All | +95.7% | +261.9% | -166.2% | +41.9% |
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