+5.2%
LOW vs NVMI
+261.9%
-256.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -8.9% | -8.4% | -0.5% | -7.9% |
| 3M | -10.4% | -33.6% | +23.1% | -6.0% |
| 6M | -19.4% | -14.7% | -4.7% | -19.2% |
| YTD | -17.1% | +13.2% | -30.3% | -21.0% |
| 1Y | -26.3% | +29.0% | -55.3% | -31.7% |
| 3Y | -9.9% | +215.0% | -224.9% | -36.5% |
| All | +5.2% | +261.9% | -256.7% | -29.1% |
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 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