+851.7%
FIVE vs NVMI
+4,186.9%
-3,335.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +3.3% |
| 7D | +4.3% | +6.6% | -2.3% | +2.1% |
| 30D | +12.5% | -7.5% | +20.0% | +14.9% |
| 3M | +31.2% | -28.5% | +59.7% | +42.9% |
| 6M | +14.4% | -15.7% | +30.1% | +16.1% |
| YTD | +33.9% | +13.3% | +20.6% | +21.1% |
| 1Y | +65.1% | +48.3% | +16.8% | +34.5% |
| 3Y | +49.0% | +191.2% | -142.3% | -11.3% |
| 5Y | +30.3% | +268.7% | -238.4% | -30.7% |
| 10Y | +481.1% | +3,034.8% | -2,553.7% | +73.9% |
| All | +851.7% | +4,186.9% | -3,335.2% | +179.1% |
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