-13.3%
F vs NVMI
+154.1%
-167.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.2% |
| 7D | +1.0% | +7.6% | -6.6% | -1.1% |
| 30D | +2.1% | -7.7% | +9.9% | +3.7% |
| 3M | -10.3% | -15.4% | +5.1% | -7.4% |
| 6M | +3.3% | -37.5% | +40.8% | +13.5% |
| YTD | -2.0% | -0.8% | -1.2% | -6.3% |
| 1Y | -2.3% | +2.4% | -4.7% | -7.8% |
| 3Y | +49.9% | +191.5% | -141.6% | -16.7% |
| All | -13.3% | +154.1% | -167.4% | -51.0% |
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