+5,643.6%
ETN vs NVMI
+1,965.6%
+3,678.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.8% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | -7.5% | -8.4% | +0.9% | -6.6% |
| 3M | +8.3% | -33.6% | +41.9% | +13.5% |
| 6M | +20.2% | -14.7% | +34.9% | +22.3% |
| YTD | +34.7% | +13.2% | +21.4% | +32.6% |
| 1Y | +19.4% | +29.0% | -9.6% | +15.9% |
| 3Y | +85.5% | +215.0% | -129.5% | +63.6% |
| 5Y | +186.6% | +268.6% | -82.0% | +147.4% |
| 10Y | +724.7% | +3,124.7% | -2,400.0% | +500.7% |
| All | +5,643.6% | +1,965.6% | +3,678.0% | +3,466.7% |
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