+15.1%
EW vs NVMI
+209.6%
-194.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.6% |
| 7D | -5.1% | +6.9% | -12.0% | -5.6% |
| 30D | -6.4% | -2.8% | -3.5% | -6.2% |
| 3M | -1.6% | -27.3% | +25.8% | +0.4% |
| 6M | +2.3% | -13.7% | +16.0% | +1.7% |
| YTD | +1.1% | +13.8% | -12.8% | -2.9% |
| 1Y | +8.0% | +34.9% | -26.9% | +0.9% |
| All | +15.1% | +209.6% | -194.4% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling