+586.2%
EWT vs NVMI
+2,555.8%
-1,969.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +4.5% | -8.4% | +12.9% | +5.5% |
| 3M | +8.3% | -33.6% | +41.8% | +13.5% |
| 6M | +54.2% | -14.7% | +68.9% | +56.8% |
| YTD | +74.6% | +13.2% | +61.4% | +71.5% |
| 1Y | +84.9% | +29.0% | +55.9% | +78.7% |
| 3Y | +197.5% | +215.0% | -17.5% | +156.6% |
| 5Y | +150.6% | +268.6% | -118.0% | +110.6% |
| 10Y | +516.1% | +3,124.7% | -2,608.7% | +321.5% |
| All | +586.2% | +2,555.8% | -1,969.5% | +258.3% |
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