+8.3%
F vs NVMI
+1,720.2%
-1,711.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +1.0% | -2.4% |
| 7D | -3.9% | +16.9% | -20.8% | -5.9% |
| 30D | -0.5% | -4.3% | +3.8% | -0.2% |
| 3M | -12.9% | -19.3% | +6.4% | -10.9% |
| 6M | +1.5% | -33.6% | +35.1% | +5.8% |
| YTD | -5.0% | -0.2% | -4.8% | -6.6% |
| 1Y | -7.3% | +5.1% | -12.4% | -9.6% |
| 3Y | +45.3% | +193.2% | -147.9% | +20.6% |
| 5Y | -15.8% | +148.6% | -164.4% | -29.1% |
| 10Y | +64.2% | +2,542.3% | -2,478.1% | +5.4% |
| All | +8.3% | +1,720.2% | -1,711.9% | -53.4% |
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