+1,258.4%
NET vs NVMI
+803.6%
+454.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.1% | -3.2% | -5.7% |
| 7D | -21.2% | -16.2% | -5.0% | -13.6% |
| 30D | -31.1% | -28.9% | -2.2% | -18.3% |
| 3M | -16.5% | -30.3% | +13.8% | -1.3% |
| 6M | 0.0% | -45.6% | +45.7% | +26.5% |
| YTD | +24.0% | -14.6% | +38.7% | +17.4% |
| 1Y | +7.0% | -18.1% | +25.1% | +3.0% |
| 3Y | +279.6% | +179.2% | +100.4% | +34.8% |
| 5Y | +24.0% | +122.4% | -98.4% | -48.3% |
| All | +1,258.4% | +803.6% | +454.8% | +165.0% |
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