+303.5%
EWY vs NVMI
+3,158.6%
-2,855.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +2.7% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +7.3% | -8.4% | +15.7% | +10.7% |
| 3M | -5.1% | -33.6% | +28.4% | +9.3% |
| 6M | +42.1% | -14.7% | +56.7% | +52.1% |
| YTD | +94.1% | +13.2% | +80.9% | +91.0% |
| 1Y | +147.8% | +29.0% | +118.8% | +134.0% |
| 3Y | +222.9% | +215.0% | +7.9% | +118.0% |
| 5Y | +150.6% | +268.6% | -117.9% | +54.0% |
| All | +303.5% | +3,158.6% | -2,855.1% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling