+2,562.6%
ETR vs NVMI
+1,976.9%
+585.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +0.4% | +6.9% | -6.5% | +0.2% |
| 30D | +2.0% | -2.8% | +4.9% | +2.1% |
| 3M | -1.7% | -27.3% | +25.6% | -0.9% |
| 6M | +3.6% | -13.7% | +17.3% | +3.7% |
| YTD | +18.0% | +13.8% | +4.2% | +17.1% |
| 1Y | +26.2% | +34.9% | -8.6% | +24.5% |
| 3Y | +148.0% | +213.5% | -65.5% | +136.1% |
| 5Y | +126.1% | +272.5% | -146.4% | +112.8% |
| 10Y | +302.3% | +3,142.4% | -2,840.1% | +255.6% |
| All | +2,562.6% | +1,976.9% | +585.6% | +2,061.4% |
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