+363.0%
NDAQ vs NVMI
+3,158.6%
-2,795.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.8% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -4.4% | -8.4% | +4.0% | -3.1% |
| 3M | +5.9% | -33.6% | +39.4% | +12.1% |
| 6M | +7.7% | -14.7% | +22.4% | +7.6% |
| YTD | -5.2% | +13.2% | -18.4% | -11.0% |
| 1Y | -3.4% | +29.0% | -32.4% | -12.4% |
| 3Y | +85.6% | +215.0% | -129.4% | +30.2% |
| 5Y | +49.5% | +268.6% | -219.1% | -2.2% |
| All | +363.0% | +3,158.6% | -2,795.6% | +102.4% |
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