+108.3%
META vs NVMI
+198.0%
-89.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.4% |
| 7D | +6.7% | +6.6% | +0.1% | +5.0% |
| 30D | +4.8% | -7.5% | +12.3% | +6.5% |
| 3M | -1.6% | -28.5% | +26.9% | +5.1% |
| 6M | -7.5% | -15.7% | +8.3% | -6.8% |
| YTD | -6.4% | +13.3% | -19.7% | -14.3% |
| 1Y | -17.3% | +48.3% | -65.6% | -30.9% |
| All | +108.3% | +198.0% | -89.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling