+117.8%
EW vs NVMI
+3,158.6%
-3,040.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.3% | -3.1% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -9.3% | -8.4% | -0.9% | -7.9% |
| 3M | -1.6% | -33.6% | +31.9% | +5.5% |
| 6M | -0.8% | -14.7% | +13.8% | -0.9% |
| YTD | -1.0% | +13.2% | -14.3% | -8.0% |
| 1Y | +8.2% | +29.0% | -20.9% | -3.7% |
| 3Y | +12.7% | +215.0% | -202.3% | -26.8% |
| 5Y | -30.2% | +268.6% | -298.8% | -58.2% |
| All | +117.8% | +3,158.6% | -3,040.8% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling