+1,250.3%
EWY vs NVMI
+2,292.6%
-1,042.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | +6.7% | +6.9% | -0.3% | +5.6% |
| 30D | +17.0% | -2.8% | +19.8% | +17.5% |
| 3M | +3.7% | -27.3% | +31.0% | +9.0% |
| 6M | +42.5% | -13.7% | +56.2% | +46.7% |
| YTD | +96.2% | +13.8% | +82.4% | +94.7% |
| 1Y | +160.4% | +34.9% | +125.5% | +152.5% |
| 3Y | +231.7% | +213.5% | +18.1% | +183.0% |
| 5Y | +153.3% | +272.5% | -119.2% | +109.2% |
| 10Y | +308.8% | +3,142.4% | -2,833.6% | +164.3% |
| All | +1,250.3% | +2,292.6% | -1,042.3% | +611.7% |
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