+669.4%
EXC vs NVMI
+1,967.2%
-1,297.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.2% |
| 7D | +0.3% | +6.6% | -6.3% | +0.1% |
| 30D | -3.7% | -7.5% | +3.8% | -3.5% |
| 3M | -1.3% | -28.5% | +27.2% | -0.6% |
| 6M | -9.7% | -15.7% | +6.0% | -9.6% |
| YTD | +2.9% | +13.3% | -10.4% | +1.9% |
| 1Y | +4.4% | +48.3% | -43.9% | +2.4% |
| 3Y | +22.2% | +191.2% | -169.0% | +15.9% |
| 5Y | +46.7% | +268.7% | -222.0% | +37.1% |
| 10Y | +155.3% | +3,034.8% | -2,879.4% | +123.9% |
| All | +669.4% | +1,967.2% | -1,297.8% | +503.5% |
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