+55.4%
ES vs NVMI
+183.9%
-128.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.7% |
| 7D | +2.7% | +1.5% | +1.2% | +2.8% |
| 30D | +7.6% | -4.1% | +11.7% | +7.6% |
| 3M | +0.5% | -22.8% | +23.2% | +0.1% |
| 6M | +7.6% | -36.9% | +44.5% | +6.8% |
| YTD | +10.2% | -3.2% | +13.4% | +10.3% |
| 1Y | +1.8% | +7.1% | -5.2% | +2.1% |
| 3Y | +55.4% | +181.5% | -126.1% | +26.0% |
| All | +55.4% | +183.9% | -128.5% | +26.0% |
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