-8.2%
EW vs NVMI
+140.3%
-148.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.7% |
| 7D | +4.9% | +1.5% | +3.4% | +4.6% |
| 30D | +23.9% | -4.1% | +28.0% | +24.4% |
| 3M | +15.8% | -22.8% | +38.5% | +19.4% |
| 6M | +31.7% | -36.9% | +68.5% | +37.8% |
| YTD | +25.7% | -3.2% | +28.9% | +20.4% |
| 1Y | +24.4% | +7.1% | +17.4% | +16.6% |
| 3Y | +65.9% | +181.5% | -115.6% | +12.2% |
| All | -8.2% | +140.3% | -148.5% | -36.9% |
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