+148.7%
EWY vs NVMI
+261.9%
-113.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.8% |
| 3M | -5.1% | -33.6% | +28.4% | +9.5% |
| 6M | +42.1% | -14.7% | +56.7% | +53.0% |
| YTD | +94.1% | +13.2% | +80.9% | +93.7% |
| 1Y | +147.8% | +29.0% | +118.8% | +138.6% |
| 3Y | +222.9% | +215.0% | +7.9% | +130.3% |
| All | +148.7% | +261.9% | -113.1% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling