+704.5%
EXC vs NVMI
+1,720.2%
-1,015.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.2% |
| 7D | -1.9% | +16.9% | -18.8% | -2.4% |
| 30D | +7.8% | -4.3% | +12.1% | +7.8% |
| 3M | +1.9% | -19.3% | +21.1% | +2.4% |
| 6M | +3.4% | -33.6% | +36.9% | +4.2% |
| YTD | +7.6% | -0.2% | +7.8% | +6.9% |
| 1Y | +2.1% | +5.1% | -3.0% | +1.2% |
| 3Y | +29.6% | +193.2% | -163.6% | +22.7% |
| 5Y | +39.5% | +148.6% | -109.1% | +32.0% |
| 10Y | +200.2% | +2,542.3% | -2,342.1% | +164.2% |
| All | +704.5% | +1,720.2% | -1,015.8% | +532.7% |
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