+32.6%
NET vs NVMI
+151.7%
-119.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -1.4% |
| 7D | -16.4% | -11.8% | -4.6% | -10.9% |
| 30D | -25.8% | -24.8% | -1.0% | -14.9% |
| 3M | -11.5% | -28.6% | +17.0% | +2.9% |
| 6M | +18.9% | -40.0% | +58.9% | +42.0% |
| YTD | +35.2% | -10.1% | +45.3% | +23.1% |
| 1Y | +14.5% | -9.8% | +24.2% | +3.0% |
| 3Y | +313.8% | +194.1% | +119.7% | +16.4% |
| 5Y | +32.6% | +138.7% | -106.1% | -55.6% |
| All | +32.6% | +151.7% | -119.1% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling