+39.5%
FIVE vs NVMI
+265.1%
-225.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | +3.7% | +11.7% | -8.0% | 0.0% |
| 30D | +4.0% | -4.0% | +8.0% | +5.0% |
| 3M | +36.2% | -25.8% | +62.0% | +46.7% |
| 6M | +18.0% | -8.3% | +26.3% | +15.8% |
| YTD | +34.9% | +14.8% | +20.0% | +20.2% |
| 1Y | +67.9% | +37.9% | +30.1% | +38.6% |
| 3Y | +57.3% | +216.3% | -158.9% | -16.1% |
| 5Y | +39.5% | +277.2% | -237.6% | -29.7% |
| All | +39.5% | +265.1% | -225.6% | -29.7% |
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