+353.2%
EWZ vs NVMI
+1,553.9%
-1,200.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.7% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | -24.4% | -4.1% | -20.3% | -24.2% |
| 3M | -4.6% | -22.8% | +18.2% | -2.2% |
| 6M | -11.6% | -36.9% | +25.3% | -8.0% |
| YTD | +2.4% | -3.2% | +5.6% | +1.2% |
| 1Y | +2.1% | +7.1% | -5.0% | -0.3% |
| 3Y | +18.7% | +181.5% | -162.8% | +1.2% |
| 5Y | +54.2% | +141.2% | -87.0% | +31.8% |
| 10Y | +65.9% | +2,463.4% | -2,397.5% | +11.5% |
| All | +353.2% | +1,553.9% | -1,200.7% | +131.6% |
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