+1,511.3%
META vs NVMI
+4,323.4%
-2,812.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.9% | -3.2% |
| 7D | -0.8% | +0.3% | -1.1% | -1.2% |
| 30D | -15.4% | -17.1% | +1.7% | -10.3% |
| 3M | +3.5% | -17.9% | +21.4% | +9.4% |
| 6M | -0.3% | -41.4% | +41.1% | +14.5% |
| YTD | -7.3% | -4.6% | -2.7% | -12.5% |
| 1Y | -1.1% | -0.3% | -0.8% | -8.7% |
| 3Y | +95.1% | +214.5% | -119.4% | +4.6% |
| 5Y | +80.6% | +148.5% | -67.9% | +4.3% |
| 10Y | +410.1% | +2,435.9% | -2,025.7% | +37.6% |
| All | +1,511.3% | +4,323.4% | -2,812.2% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling