+1,459.4%
ET vs NVMI
+14,924.3%
-13,464.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.4% | +11.7% | -11.3% | -0.7% |
| 30D | +6.9% | -4.0% | +10.9% | +7.2% |
| 3M | +13.1% | -25.8% | +38.8% | +15.6% |
| 6M | +18.7% | -8.3% | +27.0% | +18.1% |
| YTD | +37.4% | +14.8% | +22.6% | +33.1% |
| 1Y | +34.8% | +37.9% | -3.0% | +27.6% |
| 3Y | +96.8% | +216.3% | -119.5% | +67.2% |
| 5Y | +238.2% | +277.2% | -39.0% | +178.4% |
| 10Y | +159.4% | +3,074.3% | -2,914.9% | +77.2% |
| All | +1,459.4% | +14,924.3% | -13,464.9% | +816.6% |
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