+8,883.8%
EW vs NVMI
+1,665.9%
+7,217.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.5% |
| 7D | +4.9% | +1.5% | +3.4% | +4.8% |
| 30D | +23.9% | -4.1% | +28.0% | +24.1% |
| 3M | +15.8% | -22.8% | +38.5% | +17.3% |
| 6M | +31.7% | -36.9% | +68.5% | +34.4% |
| YTD | +25.7% | -3.2% | +28.9% | +24.5% |
| 1Y | +24.4% | +7.1% | +17.4% | +22.4% |
| 3Y | +65.9% | +181.5% | -115.6% | +51.4% |
| 5Y | -7.6% | +141.2% | -148.8% | -15.5% |
| 10Y | +253.2% | +2,463.4% | -2,210.2% | +191.3% |
| All | +8,883.8% | +1,665.9% | +7,217.9% | +6,584.2% |
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 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