-3.4%
M vs NVMI
+140.3%
-143.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.4% |
| 7D | +7.0% | +1.5% | +5.5% | +6.5% |
| 30D | +8.9% | -4.1% | +13.0% | +9.6% |
| 3M | +4.5% | -22.8% | +27.3% | +11.8% |
| 6M | +36.2% | -36.9% | +73.1% | +51.1% |
| YTD | +15.1% | -3.2% | +18.3% | +7.1% |
| 1Y | +27.4% | +7.1% | +20.4% | +13.4% |
| 3Y | +160.1% | +181.5% | -21.3% | +28.9% |
| All | -3.4% | +140.3% | -143.8% | -52.7% |
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