+251.6%
EFV vs NVMI
+12,521.7%
-12,270.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -2.0% | +3.8% | -5.8% | -2.4% |
| 30D | -0.2% | -7.6% | +7.4% | +0.5% |
| 3M | +9.1% | -28.0% | +37.1% | +12.3% |
| 6M | +11.7% | -15.3% | +27.0% | +12.5% |
| YTD | +17.0% | +11.5% | +5.6% | +14.2% |
| 1Y | +26.7% | +31.6% | -4.9% | +21.0% |
| 3Y | +90.2% | +207.0% | -116.8% | +61.6% |
| 5Y | +96.1% | +262.8% | -166.7% | +61.5% |
| 10Y | +164.5% | +3,074.6% | -2,910.1% | +75.5% |
| All | +251.6% | +12,521.7% | -12,270.1% | +98.6% |
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