+356.3%
EWZ vs NVMI
+1,672.3%
-1,316.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.4% |
| 7D | +0.6% | +15.3% | -14.7% | -1.1% |
| 30D | -25.5% | +0.1% | -25.6% | -25.7% |
| 3M | -4.5% | -14.0% | +9.4% | -3.3% |
| 6M | -15.3% | -35.2% | +20.0% | -12.1% |
| YTD | +3.1% | +3.7% | -0.6% | +1.2% |
| 1Y | +1.2% | +10.3% | -9.1% | -1.5% |
| 3Y | +19.3% | +204.8% | -185.5% | +0.8% |
| 5Y | +52.3% | +158.9% | -106.6% | +29.1% |
| 10Y | +67.0% | +2,646.9% | -2,579.9% | +11.4% |
| All | +356.3% | +1,672.3% | -1,316.0% | +131.4% |
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 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