+3,148.3%
NEE vs NVMI
+1,933.5%
+1,214.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -1.9% | +3.8% | -5.7% | -2.0% |
| 30D | -3.1% | -7.6% | +4.4% | -2.9% |
| 3M | -2.4% | -28.0% | +25.6% | -1.6% |
| 6M | -8.6% | -15.3% | +6.7% | -8.4% |
| YTD | +4.9% | +11.5% | -6.5% | +4.2% |
| 1Y | +19.4% | +31.6% | -12.2% | +17.9% |
| 3Y | +34.9% | +207.0% | -172.1% | +28.6% |
| 5Y | +11.0% | +262.8% | -251.8% | +4.9% |
| 10Y | +252.3% | +3,074.6% | -2,822.3% | +216.6% |
| All | +3,148.3% | +1,933.5% | +1,214.8% | +2,619.4% |
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 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