+447.1%
META vs NVMI
+2,574.6%
-2,127.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.5% |
| 7D | +3.1% | +16.9% | -13.8% | -2.8% |
| 30D | -18.2% | -4.3% | -13.9% | -17.3% |
| 3M | +7.8% | -19.3% | +27.1% | +14.8% |
| 6M | +3.6% | -33.6% | +37.2% | +14.1% |
| YTD | -5.3% | -0.2% | -5.1% | -12.5% |
| 1Y | +2.7% | +5.1% | -2.3% | -7.5% |
| 3Y | +91.5% | +193.2% | -101.7% | +1.8% |
| 5Y | +84.7% | +148.6% | -63.9% | +2.3% |
| All | +447.1% | +2,574.6% | -2,127.5% | +50.5% |
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 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