+6.5%
ES vs NVMI
+148.5%
-142.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.8% |
| 7D | -1.1% | +16.9% | -18.0% | -0.9% |
| 30D | +8.2% | -4.3% | +12.5% | +8.3% |
| 3M | +0.6% | -19.3% | +19.9% | +0.7% |
| 6M | +6.0% | -33.6% | +39.6% | +6.0% |
| YTD | +9.3% | -0.2% | +9.6% | +8.9% |
| 1Y | +1.1% | +5.1% | -3.9% | +0.6% |
| 3Y | +51.9% | +193.2% | -141.3% | +44.4% |
| 5Y | +6.5% | +148.6% | -142.2% | -1.6% |
| All | +6.5% | +148.5% | -142.0% | -1.6% |
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