-5.5%
ETN vs NVMI
-11.6%
+6.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.4% | -7.4% | -8.7% |
| 7D | -10.1% | -11.8% | +1.6% | -4.6% |
| 30D | -18.4% | -24.8% | +6.4% | -7.0% |
| 3M | -20.4% | -28.6% | +8.2% | -7.6% |
| 6M | -16.0% | -40.0% | +24.0% | +3.4% |
| YTD | +11.8% | -10.1% | +21.8% | +16.2% |
| 1Y | -5.5% | -9.8% | +4.3% | -2.2% |
| All | -5.5% | -11.6% | +6.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling