+45.7%
EXC vs NVMI
+274.3%
-228.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +0.3% | +6.9% | -6.6% | +0.5% |
| 30D | -0.9% | -2.8% | +2.0% | -0.9% |
| 3M | -2.7% | -27.3% | +24.7% | -3.2% |
| 6M | -9.4% | -13.7% | +4.3% | -9.6% |
| YTD | +3.0% | +13.8% | -10.8% | +3.1% |
| 1Y | +5.1% | +34.9% | -29.7% | +5.4% |
| 3Y | +20.6% | +213.5% | -192.9% | +15.9% |
| 5Y | +45.7% | +272.5% | -226.8% | +35.1% |
| All | +45.7% | +274.3% | -228.6% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling