+141.8%
EWJ vs NVMI
+1,965.6%
-1,823.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.8% | -8.4% | +9.2% | +1.4% |
| 3M | +7.5% | -33.6% | +41.1% | +10.6% |
| 6M | +15.6% | -14.7% | +30.3% | +16.4% |
| YTD | +22.7% | +13.2% | +9.5% | +20.9% |
| 1Y | +26.4% | +29.0% | -2.6% | +23.1% |
| 3Y | +72.5% | +215.0% | -142.5% | +55.8% |
| 5Y | +52.4% | +268.6% | -216.1% | +35.3% |
| 10Y | +143.8% | +3,124.7% | -2,980.9% | +90.1% |
| All | +141.8% | +1,965.6% | -1,823.8% | +60.4% |
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