+476.8%
FIVE vs NVMI
+3,108.0%
-2,631.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.6% |
| 7D | +0.6% | +3.8% | -3.2% | -0.7% |
| 30D | +3.0% | -7.6% | +10.6% | +5.5% |
| 3M | +23.2% | -28.0% | +51.2% | +34.9% |
| 6M | +9.2% | -15.3% | +24.5% | +10.5% |
| YTD | +28.1% | +11.5% | +16.6% | +15.3% |
| 1Y | +65.3% | +31.6% | +33.7% | +38.4% |
| 3Y | +49.4% | +207.0% | -157.6% | -18.3% |
| 5Y | +29.5% | +262.8% | -233.3% | -36.1% |
| All | +476.8% | +3,108.0% | -2,631.2% | +43.3% |
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