+49.3%
F vs NVMI
+263.1%
-213.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.7% |
| 7D | -3.7% | +3.8% | -7.5% | -4.7% |
| 30D | -0.7% | -7.6% | +6.8% | +1.1% |
| 3M | -1.9% | -28.0% | +26.1% | +5.3% |
| 6M | +16.1% | -15.3% | +31.4% | +18.3% |
| YTD | +9.5% | +11.5% | -2.0% | +2.4% |
| 1Y | +27.2% | +31.6% | -4.4% | +12.4% |
| 3Y | +36.3% | +207.0% | -170.7% | -23.3% |
| 5Y | +49.3% | +262.8% | -213.6% | -21.1% |
| All | +49.3% | +263.1% | -213.8% | -21.1% |
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