+20.5%
M vs NVMI
+274.3%
-253.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.9% |
| 7D | -4.1% | +6.9% | -11.0% | -6.1% |
| 30D | -13.6% | -2.8% | -10.8% | -13.2% |
| 3M | -2.3% | -27.3% | +25.1% | +5.9% |
| 6M | +21.9% | -13.7% | +35.6% | +22.5% |
| YTD | -0.6% | +13.8% | -14.4% | -10.8% |
| 1Y | +29.7% | +34.9% | -5.1% | +8.0% |
| 3Y | +107.3% | +213.5% | -106.2% | +4.9% |
| 5Y | +20.5% | +272.5% | -252.0% | -40.6% |
| All | +20.5% | +274.3% | -253.9% | -40.6% |
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