-69.0%
EL vs NVMI
+263.1%
-332.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -4.4% | +3.8% | -8.1% | -5.3% |
| 30D | +10.3% | -7.6% | +17.8% | +12.2% |
| 3M | +13.4% | -28.0% | +41.4% | +21.4% |
| 6M | +3.1% | -15.3% | +18.4% | +3.7% |
| YTD | -6.9% | +11.5% | -18.4% | -15.1% |
| 1Y | +11.9% | +31.6% | -19.7% | -4.2% |
| 3Y | -33.8% | +207.0% | -240.8% | -62.4% |
| 5Y | -69.0% | +262.8% | -331.8% | -83.9% |
| All | -69.0% | +263.1% | -332.1% | -83.9% |
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