+80.0%
ES vs NVMI
+3,108.0%
-3,027.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | -3.5% | +3.8% | -7.2% | -3.6% |
| 30D | -3.0% | -7.6% | +4.5% | -2.8% |
| 3M | -0.3% | -28.0% | +27.7% | +0.7% |
| 6M | -5.2% | -15.3% | +10.1% | -5.2% |
| YTD | +4.8% | +11.5% | -6.7% | +3.3% |
| 1Y | +12.7% | +31.6% | -18.9% | +10.0% |
| 3Y | +27.5% | +207.0% | -179.5% | +15.3% |
| 5Y | -4.7% | +262.8% | -267.5% | -16.8% |
| All | +80.0% | +3,108.0% | -3,027.9% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling