+1,238.9%
EQT vs NVMI
+1,933.5%
-694.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -1.2% | +3.8% | -4.9% | -1.4% |
| 30D | +1.1% | -7.6% | +8.6% | +1.6% |
| 3M | +4.8% | -28.0% | +32.8% | +6.7% |
| 6M | -10.6% | -15.3% | +4.7% | -10.3% |
| YTD | +3.4% | +11.5% | -8.0% | +1.4% |
| 1Y | +8.7% | +31.6% | -22.9% | +5.0% |
| 3Y | +35.0% | +207.0% | -172.0% | +21.0% |
| 5Y | +204.2% | +262.8% | -58.6% | +167.9% |
| 10Y | +52.5% | +3,074.6% | -3,022.1% | +18.0% |
| All | +1,238.9% | +1,933.5% | -694.6% | +835.7% |
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