-5.1%
ES vs NVMI
+265.1%
-270.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +1.4% | +11.7% | -10.3% | +1.4% |
| 30D | -1.2% | -4.0% | +2.9% | -1.2% |
| 3M | +5.0% | -25.8% | +30.8% | +4.9% |
| 6M | -2.8% | -8.3% | +5.5% | -3.0% |
| YTD | +8.6% | +14.8% | -6.3% | +8.2% |
| 1Y | +18.9% | +37.9% | -18.9% | +18.4% |
| 3Y | +32.1% | +216.3% | -184.1% | +27.7% |
| 5Y | -5.1% | +277.2% | -282.2% | -8.5% |
| All | -5.1% | +265.1% | -270.2% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling