+136.3%
M vs NVMI
+1,665.9%
-1,529.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.9% |
| 7D | +7.0% | +1.5% | +5.5% | +6.8% |
| 30D | +8.9% | -4.1% | +13.0% | +9.2% |
| 3M | +4.5% | -22.8% | +27.3% | +7.3% |
| 6M | +36.2% | -36.9% | +73.1% | +42.2% |
| YTD | +15.1% | -3.2% | +18.3% | +13.5% |
| 1Y | +27.4% | +7.1% | +20.4% | +23.9% |
| 3Y | +160.1% | +181.5% | -21.3% | +121.5% |
| 5Y | -1.6% | +141.2% | -142.8% | -15.2% |
| 10Y | -7.7% | +2,463.4% | -2,471.1% | -37.4% |
| All | +136.3% | +1,665.9% | -1,529.5% | +20.1% |
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 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