+72.5%
EWJ vs NVMI
+207.9%
-135.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.8% | -8.4% | +9.2% | +2.3% |
| 3M | +7.5% | -33.6% | +41.1% | +14.6% |
| 6M | +15.6% | -14.7% | +30.3% | +17.3% |
| YTD | +22.7% | +13.2% | +9.5% | +18.3% |
| 1Y | +26.4% | +29.0% | -2.6% | +18.6% |
| 3Y | +72.5% | +215.0% | -142.5% | +30.1% |
| All | +72.5% | +207.9% | -135.3% | +30.1% |
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