-10.9%
M vs NVMI
+3,108.0%
-3,118.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.1% |
| 7D | -8.8% | +3.8% | -12.5% | -9.7% |
| 30D | -16.4% | -7.6% | -8.8% | -14.8% |
| 3M | -10.8% | -28.0% | +17.2% | -3.9% |
| 6M | +16.1% | -15.3% | +31.4% | +17.8% |
| YTD | -5.3% | +11.5% | -16.7% | -12.5% |
| 1Y | +24.9% | +31.6% | -6.7% | +8.7% |
| 3Y | +97.5% | +207.0% | -109.4% | +22.4% |
| 5Y | +20.4% | +262.8% | -242.4% | -30.1% |
| All | -10.9% | +3,108.0% | -3,118.9% | -62.9% |
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