+68.6%
ESI vs NVMI
+261.9%
-193.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -4.6% | -0.1% | -4.6% | -4.6% |
| 30D | -10.5% | -8.4% | -2.1% | -7.4% |
| 3M | -19.8% | -33.6% | +13.8% | -6.4% |
| 6M | +5.8% | -14.7% | +20.5% | +11.8% |
| YTD | +38.3% | +13.2% | +25.1% | +30.7% |
| 1Y | +31.5% | +29.0% | +2.5% | +17.5% |
| 3Y | +80.7% | +215.0% | -134.3% | +3.1% |
| All | +68.6% | +261.9% | -193.3% | -11.3% |
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