+722.6%
ES vs NVMI
+1,665.9%
-943.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.9% |
| 7D | +2.7% | +1.5% | +1.2% | +2.7% |
| 30D | +7.6% | -4.1% | +11.7% | +7.6% |
| 3M | +0.5% | -22.8% | +23.2% | +1.0% |
| 6M | +7.6% | -36.9% | +44.5% | +8.5% |
| YTD | +10.2% | -3.2% | +13.4% | +9.7% |
| 1Y | +1.8% | +7.1% | -5.2% | +1.1% |
| 3Y | +55.4% | +181.5% | -126.1% | +49.0% |
| 5Y | +7.3% | +141.2% | -133.9% | +2.8% |
| 10Y | +96.4% | +2,463.4% | -2,367.0% | +75.9% |
| All | +722.6% | +1,665.9% | -943.3% | +587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling