+69.0%
F vs NVMI
+2,662.5%
-2,593.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -1.4% |
| 7D | -2.1% | +15.3% | -17.5% | -6.0% |
| 30D | +3.3% | +0.1% | +3.3% | +2.7% |
| 3M | -11.3% | -14.0% | +2.7% | -8.8% |
| 6M | +5.3% | -35.2% | +40.6% | +14.9% |
| YTD | -2.2% | +3.7% | -5.9% | -7.6% |
| 1Y | -3.5% | +10.3% | -13.8% | -10.7% |
| 3Y | +49.5% | +204.8% | -155.3% | -8.9% |
| 5Y | -13.5% | +158.9% | -172.4% | -46.3% |
| 10Y | +69.0% | +2,646.9% | -2,577.9% | -43.7% |
| All | +69.0% | +2,662.5% | -2,593.5% | -43.7% |
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 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