-25.6%
EFX vs NVMI
+53.9%
-79.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.5% | -11.9% | -5.8% |
| 7D | -8.6% | +6.6% | -15.2% | -8.0% |
| 30D | +0.1% | -7.5% | +7.6% | -0.4% |
| 3M | +3.8% | -28.5% | +32.3% | +2.2% |
| 6M | -13.5% | -15.7% | +2.2% | -16.1% |
| YTD | -17.7% | +13.3% | -31.0% | -21.8% |
| 1Y | -25.6% | +48.3% | -73.9% | -36.9% |
| All | -25.6% | +53.9% | -79.4% | -36.9% |
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 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