+140.2%
NI vs NVMI
+3,158.6%
-3,018.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -1.4% | -8.4% | +7.0% | -0.9% |
| 3M | -10.6% | -33.6% | +23.0% | -8.4% |
| 6M | -9.3% | -14.7% | +5.4% | -9.1% |
| YTD | +1.1% | +13.2% | -12.1% | -1.0% |
| 1Y | +3.4% | +29.0% | -25.6% | 0.0% |
| 3Y | +67.9% | +215.0% | -147.1% | +46.4% |
| 5Y | +98.0% | +268.6% | -170.6% | +65.8% |
| All | +140.2% | +3,158.6% | -3,018.5% | +50.2% |
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 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