+8.4%
F vs NVMI
+1,665.9%
-1,657.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -3.1% | +1.5% | -4.6% | -3.3% |
| 30D | 0.0% | -4.1% | +4.1% | +0.3% |
| 3M | -13.2% | -22.8% | +9.5% | -10.7% |
| 6M | -10.2% | -36.9% | +26.7% | -5.9% |
| YTD | -4.9% | -3.2% | -1.7% | -6.2% |
| 1Y | -6.1% | +7.1% | -13.2% | -8.6% |
| 3Y | +46.0% | +181.5% | -135.5% | +21.8% |
| 5Y | -15.7% | +141.2% | -156.9% | -28.7% |
| 10Y | +64.3% | +2,463.4% | -2,399.1% | +5.9% |
| All | +8.4% | +1,665.9% | -1,657.5% | -53.2% |
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