+16,266.3%
EME vs NVMI
+1,976.9%
+14,289.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.3% |
| 7D | +2.7% | +6.9% | -4.2% | +1.9% |
| 30D | -6.8% | -2.8% | -4.0% | -6.5% |
| 3M | -8.8% | -27.3% | +18.5% | -5.2% |
| 6M | +5.0% | -13.7% | +18.7% | +6.7% |
| YTD | +23.5% | +13.8% | +9.6% | +21.4% |
| 1Y | +21.3% | +34.9% | -13.5% | +17.0% |
| 3Y | +241.1% | +213.5% | +27.5% | +197.8% |
| 5Y | +549.2% | +272.5% | +276.7% | +451.9% |
| 10Y | +1,306.4% | +3,142.4% | -1,836.0% | +882.9% |
| All | +16,266.3% | +1,976.9% | +14,289.4% | +10,257.2% |
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