+57.3%
FIVE vs NVMI
+212.4%
-155.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +3.7% | +11.7% | -8.0% | +0.8% |
| 30D | +4.0% | -4.0% | +8.0% | +4.8% |
| 3M | +36.2% | -25.8% | +62.0% | +44.5% |
| 6M | +18.0% | -8.3% | +26.3% | +16.2% |
| YTD | +34.9% | +14.8% | +20.0% | +22.8% |
| 1Y | +67.9% | +37.9% | +30.1% | +44.1% |
| 3Y | +57.3% | +216.3% | -158.9% | +16.0% |
| All | +57.3% | +212.4% | -155.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling