+226.4%
ESI vs NVMI
+4,076.2%
-3,849.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | 0.0% |
| 7D | +5.4% | +11.7% | -6.3% | +0.8% |
| 30D | -4.2% | -4.0% | -0.1% | -2.7% |
| 3M | -9.6% | -25.8% | +16.2% | +1.2% |
| 6M | +18.3% | -8.3% | +26.6% | +21.4% |
| YTD | +45.8% | +14.8% | +31.0% | +36.0% |
| 1Y | +39.2% | +37.9% | +1.3% | +19.9% |
| 3Y | +86.3% | +216.3% | -130.0% | +5.5% |
| 5Y | +76.2% | +277.2% | -201.0% | -11.0% |
| 10Y | +306.8% | +3,074.3% | -2,767.6% | -26.1% |
| All | +226.4% | +4,076.2% | -3,849.8% | -43.2% |
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