+425.7%
META vs NVMI
+2,631.5%
-2,205.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.4% | -1.3% | +2.9% |
| 7D | +5.7% | +9.6% | -3.9% | +2.1% |
| 30D | -10.8% | -5.6% | -5.2% | -9.3% |
| 3M | +8.4% | -15.2% | +23.6% | +13.5% |
| 6M | +5.4% | -36.1% | +41.4% | +17.9% |
| YTD | -2.6% | +1.5% | -4.1% | -10.5% |
| 1Y | +3.5% | +8.3% | -4.8% | -7.8% |
| 3Y | +102.0% | +212.6% | -110.6% | +4.5% |
| 5Y | +93.1% | +158.4% | -65.4% | +5.5% |
| 10Y | +425.7% | +2,587.4% | -2,161.8% | +36.9% |
| All | +425.7% | +2,631.5% | -2,205.8% | +36.9% |
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