-29.3%
EW vs NVMI
+261.9%
-291.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.3% | -3.0% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -9.3% | -8.4% | -0.9% | -8.3% |
| 3M | -1.6% | -33.6% | +31.9% | +3.7% |
| 6M | -0.8% | -14.7% | +13.8% | -1.2% |
| YTD | -1.0% | +13.2% | -14.3% | -6.9% |
| 1Y | +8.2% | +29.0% | -20.9% | -1.8% |
| 3Y | +12.7% | +215.0% | -202.3% | -24.2% |
| All | -29.3% | +261.9% | -291.2% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling