-0.1%
ES vs NVMI
-11.6%
+11.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.0% |
| 7D | +5.3% | -11.8% | +17.1% | +4.8% |
| 30D | +8.9% | -24.8% | +33.7% | +8.0% |
| 3M | -1.9% | -28.6% | +26.6% | -2.9% |
| 6M | +3.9% | -40.0% | +43.9% | +2.3% |
| YTD | +8.3% | -10.1% | +18.3% | +6.9% |
| 1Y | -0.1% | -9.8% | +9.6% | -1.5% |
| All | -0.1% | -11.6% | +11.4% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling