+31.0%
F vs NVMI
+53.9%
-22.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +0.5% |
| 7D | +5.3% | +6.6% | -1.3% | +4.1% |
| 30D | +4.6% | -7.5% | +12.1% | +5.9% |
| 3M | -3.7% | -28.5% | +24.8% | +1.8% |
| 6M | +16.8% | -15.7% | +32.6% | +19.6% |
| YTD | +15.3% | +13.3% | +2.0% | +12.4% |
| 1Y | +31.0% | +48.3% | -17.3% | +22.9% |
| All | +31.0% | +53.9% | -22.9% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling