+1,449.6%
NET vs NVMI
+1,099.5%
+350.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -4.7% |
| 7D | -7.0% | +6.6% | -13.6% | -10.1% |
| 30D | -4.8% | -7.5% | +2.7% | -1.4% |
| 3M | +3.8% | -28.5% | +32.3% | +18.3% |
| 6M | +50.0% | -15.7% | +65.8% | +50.4% |
| YTD | +41.5% | +13.3% | +28.2% | +17.3% |
| 1Y | +32.8% | +48.3% | -15.5% | -7.5% |
| 3Y | +335.9% | +191.2% | +144.6% | +61.7% |
| 5Y | +113.8% | +268.7% | -154.8% | -31.0% |
| All | +1,449.6% | +1,099.5% | +350.0% | +164.6% |
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