-12.5%
EFX vs NVMI
+207.9%
-220.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -4.5% | -0.1% | -4.5% | -4.5% |
| 30D | -6.1% | -8.4% | +2.3% | -5.6% |
| 3M | +6.2% | -33.6% | +39.8% | +9.6% |
| 6M | -11.2% | -14.7% | +3.5% | -12.5% |
| YTD | -21.4% | +13.2% | -34.6% | -26.5% |
| 1Y | -34.3% | +29.0% | -63.3% | -40.4% |
| 3Y | -12.5% | +215.0% | -227.5% | -41.8% |
| All | -12.5% | +207.9% | -220.4% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling