+423.4%
EL vs NVMI
+1,976.9%
-1,553.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -2.4% | +6.9% | -9.3% | -2.9% |
| 30D | +13.7% | -2.8% | +16.5% | +13.8% |
| 3M | +14.5% | -27.3% | +41.8% | +17.0% |
| 6M | +7.4% | -13.7% | +21.1% | +7.9% |
| YTD | -4.7% | +13.8% | -18.5% | -6.7% |
| 1Y | +12.9% | +34.9% | -21.9% | +8.8% |
| 3Y | -32.2% | +213.5% | -245.8% | -39.6% |
| 5Y | -68.4% | +272.5% | -340.9% | -72.3% |
| 10Y | +28.3% | +3,142.4% | -3,114.2% | +0.1% |
| All | +423.4% | +1,976.9% | -1,553.6% | +250.1% |
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