+44.2%
EOSE vs NVMI
+207.9%
-163.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.9% |
| 7D | +1.8% | -0.1% | +1.9% | +1.9% |
| 30D | -6.8% | -8.4% | +1.6% | -1.7% |
| 3M | -36.3% | -33.6% | -2.7% | -20.7% |
| 6M | -38.8% | -14.7% | -24.1% | -33.2% |
| YTD | -65.5% | +13.2% | -78.8% | -66.2% |
| 1Y | -45.3% | +29.0% | -74.3% | -48.9% |
| 3Y | +44.2% | +215.0% | -170.8% | -22.7% |
| All | +44.2% | +207.9% | -163.7% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling