+196.7%
EXC vs NVMI
+2,494.8%
-2,298.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.3% | +1.5% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | +8.6% | -4.1% | +12.6% | +8.7% |
| 3M | +2.4% | -22.8% | +25.1% | +3.8% |
| 6M | +6.5% | -36.9% | +43.3% | +8.7% |
| YTD | +9.0% | -3.2% | +12.3% | +6.9% |
| 1Y | +4.6% | +7.1% | -2.5% | +1.5% |
| 3Y | +33.5% | +181.5% | -148.0% | +9.5% |
| 5Y | +41.4% | +141.2% | -99.8% | +15.7% |
| All | +196.7% | +2,494.8% | -2,298.1% | +77.3% |
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