+2,921.7%
ENB vs NVMI
+1,976.9%
+944.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.3% | +6.9% | -7.3% | -0.6% |
| 30D | -1.1% | -2.8% | +1.8% | -1.0% |
| 3M | -8.5% | -27.3% | +18.9% | -7.5% |
| 6M | -4.5% | -13.7% | +9.1% | -4.4% |
| YTD | +9.1% | +13.8% | -4.8% | +7.8% |
| 1Y | +8.0% | +34.9% | -26.9% | +5.7% |
| 3Y | +77.8% | +213.5% | -135.7% | +65.8% |
| 5Y | +69.4% | +272.5% | -203.1% | +55.7% |
| 10Y | +100.5% | +3,142.4% | -3,041.9% | +71.5% |
| All | +2,921.7% | +1,976.9% | +944.8% | +2,516.5% |
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