-14.3%
META vs NVMI
+38.3%
-52.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.4% | +6.7% |
| 7D | +10.3% | +6.9% | +3.3% | +9.1% |
| 30D | +9.9% | -2.8% | +12.7% | +10.3% |
| 3M | +11.9% | -27.3% | +39.3% | +16.5% |
| 6M | +1.2% | -13.7% | +14.8% | -0.3% |
| YTD | -0.8% | +13.8% | -14.6% | -8.3% |
| 1Y | -14.3% | +34.9% | -49.2% | -22.0% |
| All | -14.3% | +38.3% | -52.6% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling