+6.0%
ES vs NVMI
-36.0%
+42.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.6% |
| 7D | -1.1% | +16.9% | -18.0% | +0.1% |
| 30D | +8.2% | -4.3% | +12.5% | +8.5% |
| 3M | +0.6% | -19.3% | +19.9% | +0.3% |
| 6M | +6.0% | -33.6% | +39.6% | +4.1% |
| All | +6.0% | -36.0% | +42.0% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling