+1,185.6%
EFX vs NVMI
+1,976.9%
-791.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -9.4% | +6.9% | -16.3% | -9.9% |
| 30D | -6.9% | -2.8% | -4.0% | -6.8% |
| 3M | +0.1% | -27.3% | +27.5% | +2.0% |
| 6M | -17.3% | -13.7% | -3.7% | -17.5% |
| YTD | -21.8% | +13.8% | -35.7% | -24.1% |
| 1Y | -32.5% | +34.9% | -67.4% | -35.7% |
| 3Y | -12.3% | +213.5% | -225.9% | -23.7% |
| 5Y | -36.6% | +272.5% | -309.1% | -45.8% |
| 10Y | +41.0% | +3,142.4% | -3,101.4% | +3.4% |
| All | +1,185.6% | +1,976.9% | -791.3% | +641.5% |
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