+91.2%
EWZ vs NVMI
+3,108.0%
-3,016.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | +1.1% | +3.8% | -2.7% | +0.2% |
| 30D | +13.5% | -7.6% | +21.0% | +15.3% |
| 3M | +15.2% | -28.0% | +43.2% | +22.7% |
| 6M | +3.7% | -15.3% | +19.0% | +5.0% |
| YTD | +22.5% | +11.5% | +11.1% | +15.5% |
| 1Y | +35.3% | +31.6% | +3.7% | +21.3% |
| 3Y | +50.2% | +207.0% | -156.8% | -2.6% |
| 5Y | +64.6% | +262.8% | -198.3% | -5.3% |
| All | +91.2% | +3,108.0% | -3,016.8% | -40.8% |
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