+81.9%
META vs NVMI
+145.1%
-63.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.9% | -3.3% |
| 7D | -0.8% | +0.3% | -1.1% | -1.2% |
| 30D | -15.4% | -17.1% | +1.7% | -10.1% |
| 3M | +3.5% | -17.9% | +21.4% | +9.6% |
| 6M | -0.3% | -41.4% | +41.1% | +15.1% |
| YTD | -7.3% | -4.6% | -2.7% | -14.3% |
| 1Y | -1.1% | -0.3% | -0.8% | -10.8% |
| 3Y | +95.1% | +214.5% | -119.4% | -18.8% |
| All | +81.9% | +145.1% | -63.2% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling