+7,170.8%
EW vs NVMI
+1,995.1%
+5,175.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.9% | -3.6% |
| 7D | -4.4% | +11.7% | -16.1% | -5.1% |
| 30D | -3.3% | -4.0% | +0.7% | -3.2% |
| 3M | +1.0% | -25.8% | +26.8% | +2.4% |
| 6M | +6.2% | -8.3% | +14.5% | +6.0% |
| YTD | +1.7% | +14.8% | -13.1% | -0.1% |
| 1Y | +8.1% | +37.9% | -29.7% | +4.6% |
| 3Y | +17.1% | +216.3% | -199.2% | +6.2% |
| 5Y | -29.4% | +277.2% | -306.5% | -36.8% |
| 10Y | +121.7% | +3,074.3% | -2,952.6% | +81.1% |
| All | +7,170.8% | +1,995.1% | +5,175.8% | +5,263.0% |
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