+67.6%
EWZ vs NVMI
+2,680.6%
-2,612.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.2% |
| 7D | +0.6% | +15.3% | -14.7% | -2.9% |
| 30D | -25.5% | +0.1% | -25.6% | -25.8% |
| 3M | -4.5% | -14.0% | +9.4% | -2.1% |
| 6M | -15.3% | -35.2% | +20.0% | -8.8% |
| YTD | +3.1% | +3.7% | -0.6% | -1.9% |
| 1Y | +1.2% | +10.3% | -9.1% | -5.4% |
| 3Y | +19.3% | +204.8% | -185.5% | -23.3% |
| 5Y | +52.3% | +158.9% | -106.6% | -1.5% |
| All | +67.6% | +2,680.6% | -2,612.9% | -40.0% |
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