+118.7%
M vs NVMI
+1,967.2%
-1,848.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.9% |
| 7D | +4.7% | +6.6% | -1.9% | +3.9% |
| 30D | -9.6% | -7.5% | -2.1% | -8.9% |
| 3M | +0.9% | -28.5% | +29.3% | +4.3% |
| 6M | +22.3% | -15.7% | +38.0% | +23.5% |
| YTD | +6.5% | +13.3% | -6.8% | +3.4% |
| 1Y | +38.8% | +48.3% | -9.5% | +30.0% |
| 3Y | +115.9% | +191.2% | -75.3% | +83.4% |
| 5Y | +28.6% | +268.7% | -240.0% | +6.3% |
| 10Y | -2.5% | +3,034.8% | -3,037.3% | -35.2% |
| All | +118.7% | +1,967.2% | -1,848.5% | +9.5% |
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