+705.4%
ES vs NVMI
+1,967.2%
-1,261.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.7% |
| 7D | +0.3% | +6.6% | -6.3% | +0.1% |
| 30D | -2.0% | -7.5% | +5.6% | -1.8% |
| 3M | +1.7% | -28.5% | +30.2% | +2.3% |
| 6M | -3.5% | -15.7% | +12.2% | -3.4% |
| YTD | +7.9% | +13.3% | -5.4% | +7.1% |
| 1Y | +17.2% | +48.3% | -31.1% | +15.4% |
| 3Y | +29.3% | +191.2% | -161.9% | +24.0% |
| 5Y | -5.7% | +268.7% | -274.4% | -10.7% |
| 10Y | +85.2% | +3,034.8% | -2,949.6% | +65.2% |
| All | +705.4% | +1,967.2% | -1,261.9% | +571.0% |
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 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