-60.8%
EOSE vs NVMI
+563.5%
-624.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -2.0% |
| 7D | +1.8% | -0.1% | +1.9% | +2.0% |
| 30D | -6.8% | -8.4% | +1.6% | -0.9% |
| 3M | -36.3% | -33.6% | -2.7% | -17.8% |
| 6M | -38.8% | -14.7% | -24.1% | -32.9% |
| YTD | -65.5% | +13.2% | -78.8% | -67.5% |
| 1Y | -45.3% | +29.0% | -74.3% | -52.0% |
| 3Y | +44.2% | +215.0% | -170.8% | -41.0% |
| 5Y | -69.5% | +268.6% | -338.1% | -89.2% |
| All | -60.8% | +563.5% | -624.2% | -83.7% |
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 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