+4.6%
MKTX vs NVMI
+3,158.6%
-3,154.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.2% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | +0.7% | -8.4% | +9.1% | +1.6% |
| 3M | +40.8% | -33.6% | +74.4% | +46.1% |
| 6M | -8.0% | -14.7% | +6.7% | -8.1% |
| YTD | -8.7% | +13.2% | -22.0% | -12.6% |
| 1Y | -11.8% | +29.0% | -40.9% | -17.7% |
| 3Y | -24.0% | +215.0% | -239.0% | -44.0% |
| 5Y | -60.3% | +268.6% | -328.9% | -72.5% |
| All | +4.6% | +3,158.6% | -3,154.0% | -52.4% |
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 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