+35.6%
EWZ vs NVMI
+53.9%
-18.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.6% |
| 7D | +6.5% | +6.6% | -0.1% | +5.3% |
| 30D | +4.8% | -7.5% | +12.4% | +6.0% |
| 3M | +9.9% | -28.5% | +38.4% | +15.0% |
| 6M | +1.9% | -15.7% | +17.7% | +1.9% |
| YTD | +20.3% | +13.3% | +7.0% | +14.9% |
| 1Y | +35.6% | +48.3% | -12.7% | +30.4% |
| All | +35.6% | +53.9% | -18.3% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling