+2,281.8%
NDAQ vs NVMI
+17,041.4%
-14,759.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -2.6% | +11.7% | -14.3% | -3.6% |
| 30D | +0.5% | -4.0% | +4.5% | +0.8% |
| 3M | +9.9% | -25.8% | +35.7% | +12.3% |
| 6M | +8.2% | -8.3% | +16.5% | +7.6% |
| YTD | -1.5% | +14.8% | -16.3% | -4.5% |
| 1Y | +1.3% | +37.9% | -36.5% | -3.9% |
| 3Y | +92.6% | +216.3% | -123.7% | +64.6% |
| 5Y | +53.8% | +277.2% | -223.4% | +27.9% |
| 10Y | +376.0% | +3,074.3% | -2,698.4% | +226.6% |
| All | +2,281.8% | +17,041.4% | -14,759.6% | +952.2% |
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